Lower bounds on the probability of a finite union of events

Research output: Contribution to journalJournal articleResearchpeer-review

In this paper, lower bounds on the probability of a finite union of events are considered, i.e., P(UNi=1Ai, in terms of the individual event probabilities {P(Ai), i = 1, ... ,N} and the sums of the pairwise event probabilities, i.e., {Σj:j≠i P(Ai ∩ Aj), i = 1, ... ,N}. The contribution of this paper includes the following: (i) in the class of all lower bounds that are established in terms of only the P(Ai)'s and σj:j≠ij P(Ai ≠ Aj)'s, the optimal lower bound is given numerically by solving a linear programming (LP) problem with N2 - N + 1 variables; (ii) a new analytical lower bound is proposed based on a relaxed LP problem, which is at least as good as the bound due to Kuai, Alajaji, and Takahara [Discrete Math., 215 (2000), pp. 147-158]; (iii) numerical examples are provided to illustrate the performance of the bounds.

Original languageEnglish
JournalSIAM Journal on Discrete Mathematics
Volume30
Issue number3
Pages (from-to)1437-1452
Number of pages16
ISSN0895-4801
DOIs
Publication statusPublished - 2016
Externally publishedYes

Bibliographical note

Publisher Copyright:
Copyright © by SIAM.

    Research areas

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

ID: 362747442