An upper bound for the probability of a union
1976 ◽
Vol 13
(03)
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pp. 597-603
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Keyword(s):
The problem of bounding P(∪ Ai ) given P(A i) and P(A i A j) for i ≠ j = 1, …, k goes back to Boole (1854) and Bonferroni (1936). In this paper a new family of upper bounds is derived using results in graph theory. This family contains the bound of Kounias (1968), and the smallest upper bound in the family for a given application is easily derivable via the minimal spanning tree algorithm of Kruskal (1956). The properties of the algorithm and of the multivariate normal and t distributions are shown to provide considerable simplifications when approximating tail probabilities of maxima from these distributions.
Keyword(s):
2014 ◽
Vol 15
(5)
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pp. 419-427
2007 ◽
Vol 383
(3)
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pp. 1166-1174
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2013 ◽
Vol 347
(1)
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pp. 169-182
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Keyword(s):
2001 ◽
Vol 7
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pp. 162-165
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Keyword(s):
1999 ◽
Vol 32
(14)
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pp. 2611-2622
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