Linear programming bounds on the union probability

Institut for Matematiske Fag

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Standard

Linear programming bounds on the union probability. / Yang, Jun; Alajaji, Fady; Takahara, Glen.

I: Communications in Statistics: Simulation and Computation, Bind 48, Nr. 9, 21.10.2019, s. 2845-2854.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Yang, J, Alajaji, F & Takahara, G 2019, 'Linear programming bounds on the union probability', Communications in Statistics: Simulation and Computation, bind 48, nr. 9, s. 2845-2854. https://doi.org/10.1080/03610918.2018.1468459

APA

Yang, J., Alajaji, F., & Takahara, G. (2019). Linear programming bounds on the union probability. Communications in Statistics: Simulation and Computation, 48(9), 2845-2854. https://doi.org/10.1080/03610918.2018.1468459

Vancouver

Yang J, Alajaji F, Takahara G. Linear programming bounds on the union probability. Communications in Statistics: Simulation and Computation. 2019 okt. 21;48(9):2845-2854. https://doi.org/10.1080/03610918.2018.1468459

Author

Yang, Jun ; Alajaji, Fady ; Takahara, Glen. / Linear programming bounds on the union probability. I: Communications in Statistics: Simulation and Computation. 2019 ; Bind 48, Nr. 9. s. 2845-2854.

Bibtex

@article{52e57cb283e746e4ba345ae235c87d09,

title = "Linear programming bounds on the union probability",

abstract = "Lower and upper bounds on the union probability for N events are derived in terms of the individual and pairwise event probabilities by solving a linear program with (Formula presented.) variables. The bounds, which can be efficiently determined, are shown to be optimal when (Formula presented.) and are always sharper than recent optimal bounds which use slightly less information. Their competitive sharpness is also illustrated via numerical comparisons with state-of-the-art bounds in the literature.",

keywords = "Linear programming, Lower and upper bounds, Optimal bounds, Probability of a finite union",

author = "Jun Yang and Fady Alajaji and Glen Takahara",

note = "Publisher Copyright: {\textcopyright} 2018, {\textcopyright} 2018 Informa UK Limited, trading as Taylor & Francis Group.",

year = "2019",

month = oct,

day = "21",

doi = "10.1080/03610918.2018.1468459",

language = "English",

volume = "48",

pages = "2845--2854",

journal = "Communications in Statistics Part B: Simulation and Computation",

issn = "0361-0918",

publisher = "Taylor & Francis",

number = "9",

}

RIS

TY - JOUR

T1 - Linear programming bounds on the union probability

AU - Yang, Jun

AU - Alajaji, Fady

AU - Takahara, Glen

PY - 2019/10/21

Y1 - 2019/10/21

N2 - Lower and upper bounds on the union probability for N events are derived in terms of the individual and pairwise event probabilities by solving a linear program with (Formula presented.) variables. The bounds, which can be efficiently determined, are shown to be optimal when (Formula presented.) and are always sharper than recent optimal bounds which use slightly less information. Their competitive sharpness is also illustrated via numerical comparisons with state-of-the-art bounds in the literature.

AB - Lower and upper bounds on the union probability for N events are derived in terms of the individual and pairwise event probabilities by solving a linear program with (Formula presented.) variables. The bounds, which can be efficiently determined, are shown to be optimal when (Formula presented.) and are always sharper than recent optimal bounds which use slightly less information. Their competitive sharpness is also illustrated via numerical comparisons with state-of-the-art bounds in the literature.

KW - Linear programming

KW - Lower and upper bounds

KW - Optimal bounds

KW - Probability of a finite union

UR - http://www.scopus.com/inward/record.url?scp=85055697526&partnerID=8YFLogxK

U2 - 10.1080/03610918.2018.1468459

DO - 10.1080/03610918.2018.1468459

M3 - Journal article

AN - SCOPUS:85055697526

VL - 48

SP - 2845

EP - 2854

JO - Communications in Statistics Part B: Simulation and Computation

JF - Communications in Statistics Part B: Simulation and Computation

SN - 0361-0918

IS - 9

ER -

ID: 361432087