Hostname: page-component-586b7cd67f-rdxmf Total loading time: 0 Render date: 2024-11-28T15:31:07.497Z Has data issue: false hasContentIssue false

Most stringent bounds on the probability of the union and intersection of m events for systems partially specified by s1, s2, …sk, 2 ≦ k < m

Published online by Cambridge University Press:  14 July 2016

Seymour M. Kwerel*
Affiliation:
Baruch College, City University of New York

Abstract

For dependent probability systems of m events partially specified by the quantities Sv, the sum of the probabilities of each of the combinations of v events, v = 1, 2, …, 2 ≦ k < m; this paper develops the most stringent upper and lower bounds on P1, the probability of the union of the m events; and on P[m], the probability of the simultaneous occurrence of the m events.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1975 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Galambos, J. (1973) A general Poisson limit theorem of probability theory. Duke Math. J. 40, 581586.Google Scholar
[2] Hadley, G. (1962) Linear Programming. Addison-Wesley, Palo Alto, California.Google Scholar
[3] Kwerel, S. M. (1968) Information retrieval for media planning. Management Sci. 15, 137169.Google Scholar
[4] Kwerel, S. M. (1975) Most stringent bounds on aggregated probabilities of partially specified dependent probability systems. J. Amer. Statist. Assoc. 70 To appear.Google Scholar
[5] Kwerel, S. M. (1975) Bounds on the probability of the union and intersection of m events. Adv. Appl. Prob. 7, 431448.CrossRefGoogle Scholar
[6] Sobel, M. and Uppuluri, V. R. R. (1972) On Bonferroni-type inequalities of the same degree for the probability of unions and intersections. Ann. Math. Statist. 43, 15491558.CrossRefGoogle Scholar