Linear programming bounds on the union probability

Research output: Contribution to journalJournal articleResearchpeer-review

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.

Original languageEnglish
JournalCommunications in Statistics: Simulation and Computation
Volume48
Issue number9
Pages (from-to)2845-2854
Number of pages10
ISSN0361-0918
DOIs
Publication statusPublished - 21 Oct 2019
Externally publishedYes

Bibliographical note

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

    Research areas

  • Linear programming, Lower and upper bounds, Optimal bounds, Probability of a finite union

ID: 361432087