On bounding the union probability using partial weighted information

Jun Yang, Fady Alajaji*, Glen Takahara

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

5 Citations (Scopus)

Abstract

Lower bounds on the finite union probability are established in terms of the individual event probabilities and a weighted sum of the pairwise event probabilities. The lower bounds have at most pseudo-polynomial computational complexity and generalize recent analytical bounds.

Original languageEnglish
JournalStatistics and Probability Letters
Volume116
Pages (from-to)38-44
Number of pages7
ISSN0167-7152
DOIs
Publication statusPublished - 2016
Externally publishedYes

Bibliographical note

Funding Information:
This work was supported in part by NSERC of Canada .

Publisher Copyright:
© 2016 Elsevier B.V.

Keywords

  • Linear programming
  • Lower and upper bounds
  • Optimal bounds
  • Probability of a finite union of events

Cite this