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On bounding the union probability using partial weighted information

Author

Listed:
  • Yang, Jun
  • Alajaji, Fady
  • Takahara, Glen

Abstract

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.

Suggested Citation

  • Yang, Jun & Alajaji, Fady & Takahara, Glen, 2016. "On bounding the union probability using partial weighted information," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 38-44.
  • Handle: RePEc:eee:stapro:v:116:y:2016:i:c:p:38-44
    DOI: 10.1016/j.spl.2016.04.017
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    References listed on IDEAS

    as
    1. Shabbir Ahmed & Dimitri J. Papageorgiou, 2013. "Probabilistic Set Covering with Correlations," Operations Research, INFORMS, vol. 61(2), pages 438-452, April.
    2. Frolov, Andrei N., 2012. "Bounds for probabilities of unions of events and the Borel–Cantelli lemma," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2189-2197.
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