Lower Bounds for the Probability of Intersection of Several Unions of Events

Abstract

To bound the probability of a union of n events from a single set of events, Bonferroni inequalities are sometimes used. There are sharper bounds which are called Sobel–Uppuluri–Galambos inequalities. When two (or more) sets of events are involved, bounds are considered on the probability of intersection of several such unions, one union from each set. We present a method for unified treatment of bivariate lower and upper bounds in this note. The lower bounds obtained are new and at least as good as lower bounds appearing in the literature so far. The upper bounds coincide with existing bivariate Sobel–Uppuluri–Galambos type upper bounds derived by the method of indicator functions. A numerical example is given to illustrate that the new lower bounds can be strictly better than existing ones.