A lower bound on the probability of a finite union of events

被引:47
|
作者
Kuai, H [1 ]
Alajaji, F [1 ]
Takahara, G [1 ]
机构
[1] Queens Univ, Dept Math & Stat, Kingston, ON K7L 3N6, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
D O I
10.1016/S0012-365X(99)00246-0
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A new lower bound on the probability P(A(1) boolean OR ... boolean OR A(N)) is established in terms of only the individual event probabilities P(A(i))'s and the pairwise event probabilities P(A(i) boolean AND A(j))'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. (C) 2000 Elsevier Science B.V. All rights reserved.
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页码:147 / 158
页数:12
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