Probability bounds with cherry trees

被引:36
|
作者
Bukszár, J [1 ]
Prékopa, A
机构
[1] Univ Miskolc, Math Inst, H-3515 Miskolc, Hungary
[2] Rutgers State Univ, RUTCOR, Piscataway, NJ 08854 USA
关键词
probability bounds; linear programming; hypergraphs; normal distribution;
D O I
10.1287/moor.26.1.174.10596
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A third order upper bound is presented on the probability of the union of a finite number of events, by means of graphs called cherry trees. These are graphs that we construct recursively in such a way that every time we pick a new vertex, connect it with two already existing vertices. If the letters are always adjacent, we call the cherry tree a t-cherry tree. A cherry tree has a weight that provides us with the upper bound on the union. Any Hunter-Worsley bound can be majorized by a t-cherry bound constructed by the use of the Hunter-Worsley tree. A cherry tree bound can be identified as a feasible solution to the dual of the Boolean probability bounding problem. A t-cherry tree bound can be identified as the objective function value of the dual vector corresponding to a dual feasible basis in the Boolean problem. This enables us to improve on the bound algorithmically, if we use the dual method of linear programming.
引用
收藏
页码:174 / 192
页数:19
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