Hostname: page-component-848d4c4894-p2v8j Total loading time: 0.001 Render date: 2024-05-29T07:33:53.438Z Has data issue: false hasContentIssue false

Bounds on the probability of the union and intersection of m events

Published online by Cambridge University Press:  01 July 2016

Seymour M. Kwerel*
Affiliation:
Baruch College, City University of New York

Abstract

For dependent probability systems of m events partially specified only by the quantities S1, the sum of the probabilities of the m individual events; S2, the sum of the probabilities of each of the (m) pairs of events and S3 the sum of the probabilities of each of the (m 3) combinations of three events; this paper develops the most stringent upper and lower bounds on P1, the probability of the union of the m events; and on P[m], the probability of the simultaneous occurrence of the m events.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1975 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Chung, K. L. and Erdös, P. (1952) On the application of the Borel-Cantelli lemma. Trans. Amer. Math. Soc. 72, 179186.Google Scholar
[2] Dawson, D. A. and Sankoff, D. (1967) An inequality for probabilities. Proc. Amer. Math. Soc. 18, 504507.Google Scholar
[3] Feller, W. (1957) An Introduction to Probability Theory and Its Applications, Volume I. Second edition. Wiley, New York.Google Scholar
[4] Fréchet, M. (1940) Les Probabilités Associées à un Système D'Evénements Compatibles et Dépendants, Premiere Partie. Hermann & Cie., Paris.Google Scholar
[5] Galambos, J. (1973) A general Poisson limit theorem of probability theory. Duke Math. J. 40, 581586.CrossRefGoogle Scholar
[6] Hadley, G. (1962) Linear Programming. Addison-Wesley, Palo Alto, California.Google Scholar
[7] Kwerel, S. M. (1968) Information retrieval for media planning. Management Sci. 15, 137160.CrossRefGoogle Scholar
[8] Kwerel, S. M. (1974) Most stringent bounds on aggregated probabilities of partially specified dependent probability systems. J. Amer. Statist. Assoc. 70, To appear.CrossRefGoogle Scholar
[9] Sobel, M. and Uppuluri, V. R. R. (1972) On Bonferroni-type inequalities of the same degree for the probability of unions and intersections. Ann. Math. Statist. 43, 15491558.Google Scholar