Copyright © 2000 Elsevier Science B.V. All rights reserved.
A lower bound on the probability of a finite union of events*1
Received 18 March 1998;
revised 25 January 1999;
accepted 17 May 1999.
Available online 23 March 2000.
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Abstract
A new lower bound on the probability P(A1

AN) is established in terms of only the individual event probabilities P(Ai)'s and the pairwise event probabilities P(Ai∩Aj)'s. This bound is shown to be always at least as good as two similar lower bounds: one by de Caen (1997) and the other by Dawson and Sankoff (1967). Numerical examples for the computation of this inequality are also provided.
*1 This work was supported in part by NSERC and TRIO of Canada.
Corresponding author; email: fady@polya.mast.queensu.ca






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