On upper and lower bounds for probabilities of combinations of events
Author
Abstract
Suggested Citation
DOI: 10.1016/j.spl.2021.109073
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Masaaki Sibuya, 1991. "Bonferroni-type inequalities; Chebyshev-type inequalities for the distributions on [0, n]," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 261-285, June.
- Endre Boros & András Prékopa, 1989. "Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur," Mathematics of Operations Research, INFORMS, vol. 14(2), pages 317-342, May.
- Frolov, Andrei N., 2017. "On inequalities for values of first jumps of distribution functions and Hölder’s inequality," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 150-156.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Frolov, Andrei N., 2017. "On inequalities for values of first jumps of distribution functions and Hölder’s inequality," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 150-156.
- Stepanov, Alexei, 2014. "On the use of the Borel–Cantelli lemma in Markov chains," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 149-154.
- Y-C Hsieh, 2003. "New reliability bounds for coherent systems," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(9), pages 995-1001, September.
- József Bukszár & András Prékopa, 2001. "Probability Bounds with Cherry Trees," Mathematics of Operations Research, INFORMS, vol. 26(1), pages 174-192, February.
- Garud Iyengar & Alfred Ka Chun Ma, 2010. "A robust optimization approach to pension fund management," Journal of Asset Management, Palgrave Macmillan, vol. 11(2), pages 163-177, June.
- József Bukszár & Gergely Mádi-Nagy & Tamás Szántai, 2012. "Computing bounds for the probability of the union of events by different methods," Annals of Operations Research, Springer, vol. 201(1), pages 63-81, December.
- András Prékopa & Anh Ninh & Gabriela Alexe, 2016. "On the relationship between the discrete and continuous bounding moment problems and their numerical solutions," Annals of Operations Research, Springer, vol. 238(1), pages 521-575, March.
- 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.
- Talal Alharbi & Anh Ninh & Ersoy Subasi & Munevver Mine Subasi, 2022. "The value of shape constraints in discrete moment problems: a review and extension," Annals of Operations Research, Springer, vol. 318(1), pages 1-31, November.
- Andras Prekopa & Tam�s Sz�ntai, 2010. "On the analytical-numerical valuation of the Bermudan and American options," Quantitative Finance, Taylor & Francis Journals, vol. 10(1), pages 59-74.
- András Prékopa & Anh Ninh & Gabriela Alexe, 2016. "On the relationship between the discrete and continuous bounding moment problems and their numerical solutions," Annals of Operations Research, Springer, vol. 238(1), pages 521-575, March.
- Kaluszka, M. & Okolewski, A., 2001. "An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 181-186, November.
More about this item
Keywords
Bonferroni inequalities; Chung–Erdős inequality; Bounds for probabilities of unions of events; Bounds for probabilities of combinations of events; Measure of unions; Borel–Cantelli lemma;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:173:y:2021:i:c:s0167715221000353. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.