Upper bounds for the probability of a union by multitrees

被引:10
|
作者
Bukszár, J [1 ]
机构
[1] Univ Miskolc, Inst Math, H-3515 Miskolc, Hungary
关键词
Bonferroni-type bound; hypergraph; multivariate normal distribution;
D O I
10.1017/S0001867800010880
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The problem of finding bounds for P(A(1) boolean OR...boolean OR A(n)) based on P(A(k1) boolean AND... boolean AND A(ki)) (1 less than or equal to k(1) < ... < k(i) less than or equal to n, i = 1, ..., d) goes back to Boole (1854), (1868) and Bonferroni (1937). In this paper upper bounds are presented using methods in graph theory. The main theorem is a common generalization of the earlier results of Hunter, Worsley and recent results of Prekopa and the author. Algorithms are given to compute bounds. Examples for bounding values of multivariate normal distribution functions are presented.
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页码:437 / 452
页数:16
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