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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 

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