Linear programming bounds on the union probability

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

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.

TidsskriftCommunications in Statistics: Simulation and Computation
Udgave nummer9
Sider (fra-til)2845-2854
Antal sider10
StatusUdgivet - 21 okt. 2019
Eksternt udgivetJa

Bibliografisk note

Publisher Copyright:
© 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group.

ID: 361432087