On bounding the union probability using partial weighted information
Research output: Contribution to journal › Journal article › Research › peer-review
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 |
|---|---|
| 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.
- Linear programming, Lower and upper bounds, Optimal bounds, Probability of a finite union of events
Research areas
ID: 361431806