On bounding the union probability

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We present new results on bounding the probability of a finite union of events, equation for a fixed positive integer N, using partial information on the events joint probabilities. We first consider bounds that are established in terms of {P(Ai)} and {ΣjcjP(Ai ∩ Aj)} where c1,⋯, cN are given weights. We derive a new class of lower bounds of at most pseudo-polynomial computational complexity. This class of lower bounds generalizes the recent bounds in [1], [2] and can be tighter in some cases than the Gallot-Kounias [3]-[5] and Prékopa-Gao [6] bounds which require more information on the events probabilities. We next consider bounds that fully exploit knowledge of {P(Ai)} and {P(Ai ∩ Aj)}. We establish new numerical lower/upper bounds on the union probability by solving a linear programming problem with equation variables. These bounds coincide with the optimal lower/upper bounds when N ≤ 7 and are guaranteed to be sharper than the optimal lower/upper bounds of [1], [2] that use {P(Ai)} and {Σj P(Ai ∩ Aj)}.

Original languageEnglish
Title of host publicationProceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015
Number of pages5
PublisherInstitute of Electrical and Electronics Engineers Inc.
Publication date28 Sep 2015
Pages1761-1765
Article number7282758
ISBN (Electronic)9781467377041
DOIs
Publication statusPublished - 28 Sep 2015
Externally publishedYes
EventIEEE International Symposium on Information Theory, ISIT 2015 - Hong Kong, Hong Kong
Duration: 14 Jun 201519 Jun 2015

Conference

ConferenceIEEE International Symposium on Information Theory, ISIT 2015
LandHong Kong
ByHong Kong
Periode14/06/201519/06/2015
SponsorInformation Theory Society of the Institute of Electrical and Electronics Engineers
SeriesIEEE International Symposium on Information Theory - Proceedings
Volume2015-June
ISSN2157-8095

Bibliographical note

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

Publisher Copyright:
© 2015 IEEE.

    Research areas

  • communication systems, linear programming, probability of error analysis, Union probability, upper and lower bounds

ID: 362747061