Linear programming bounds on the union probability
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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
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TY - JOUR
T1 - Linear programming bounds on the union probability
AU - Yang, Jun
AU - Alajaji, Fady
AU - Takahara, Glen
N1 - Publisher Copyright: © 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group.
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