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 language | English |
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Journal | Statistics and Probability Letters |
Volume | 116 |
Pages (from-to) | 38-44 |
Number of pages | 7 |
ISSN | 0167-7152 |
DOIs | |
Publication status | Published - 2016 |
Externally published | Yes |
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