Some inequalities of Bonferroni-Galambos type (Q1120187)

Let \(A_ 1,A_ 2,...,A_ n\) be events on a given probability space, and let \(m_ n\) be the number of those \(A_ j\) which occur. Set \(S_{0,n}=l\) and \[ S_{k,n}=\sum P(A_{i_ 1}\cap A_{i_ 2}\cap...\cap A_{i_ k}),\quad k\geq 1, \] where the summation is over all subscripts with \(l\leq i_ 1<i_ 2<...<i_ k\leq n\). It is known that \(S_{k,n}=E[\left( \begin{matrix} m_ n\\ k\end{matrix} \right)]\). The authors establish the following inequalities: (i) for integers k and r, 2r\(\leq k\leq n\), \[ P(m_ n\geq 1)\geq \sum^{2r}_{i=1}(-1)^{i+1}\left( \begin{matrix} 2r\\ i\end{matrix} \right)S_{i,n}/\left( \begin{matrix} k\\ i\end{matrix} \right); \] (ii) for integers k and j, \(2\leq kj\leq n\), \[ P(m_ n\geq j)\geq (j+1)S_{j,n}/\left( \begin{matrix} kj\\ j\end{matrix} \right)- jS_{j+1,n}/\left( \begin{matrix} kj\\ j\quad +1\end{matrix} \right). \] Furthermore, it is shown that the right-hand side of (i) is an increasing function of r for certain fixed values of k. The authors use a combinatorial argument, in the course of which they establish some combinatorial identities and inequalities of independent interest. In particular, one of their inequalities made it possible to use the iteration method of the reviewer and the second author developed in the article reviewed below, Zbl 0672.60031, by which an upper estimate on \(P(m_ n\geq 1)\) can be obtained from the lower estimate (i). Both (i) and (ii) generalize the important inequality \[ P(m_ n\geq 1)\geq 2S_{l,n}/k-2S_{2,n}/k(k-1), \] where \(2\leq k\leq n\) is an arbitrary integer. For this last inequality, and for the literature, see Chapter 1 in the reviewer's book, The asymptotic theory of extreme order statistics, 2nd ed. (1987; Zbl 0634.62044).