Abstract
This paper deals with existence of bivariate Fréchet optimal lower bounds for two sets of events, and provides a practical approach to find this kind of bound. The main device used is linear programming ideas, coupled with construction of probability spaces. The highlight of this paper is that perturbation terms in the optimization process, even when a tie occurs, are not necessary in this practical implementation.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Reference15 articles.
1. Best Possible Inequalities for the Probability of a Logical Function of Events
2. Boole-Bonferroni Inequalities and Linear Programming
3. Fréchet optimality of upper bivariate Bonferroni-type bounds;Seneta;Teoriia Imovirnostei ta Matematychna Statystyka 52, 137–142. Kiev. (English version published by American Math. Soc. (1996). In Theory of Probability and Mathematical Statistics,1995
4. A note on bivariate Dawson-Sankoff-type bounds
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献