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Bonferroni bounds revisited

Published online by Cambridge University Press:  14 July 2016

Stratis Kounias  and
Kiki Sotirakoglou
Stratis Kounias*
Affiliation:
University of Thessaloniki
Kiki Sotirakoglou*
Affiliation:
University of Thessaloniki
*
∗ Postal address: Department of Mathematics, University of Thessaloniki, 54006 Thessaloniki, Greece.
∗ Postal address: Department of Mathematics, University of Thessaloniki, 54006 Thessaloniki, Greece.
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Abstract

Lower and upper bounds of degree m for the probability of the union of n not necessarily exchangeable events are established. These bounds may be constructed to improve the Bonferroni and the Sobel–Uppuluri bounds.

An application to equi-correlated multivariate normal distribution is given.

Keywords

OPTIMALPOLYNOMIALLOWER BOUNDSUPPER BOUNDS
Type
Research Papers
Information
Journal of Applied Probability , Volume 26 , Issue 2 , June 1989 , pp. 233 - 241
Copyright
Copyright © Applied Probability Trust 1989 

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