Multivariate product-type lower bounds (Q2748436)

This article is devoted to obtain product-type bounds in a multivariate probability inequality setting. The paper describes two results for product-type inequalities for \(k\) sets of weak and strong sub-Markovian events, and proves a theorem on multivariate product-type inequalities for \(\text{MTP}_2\) random variables. Using graph theory and bivariate Fréchet optimal lower bounds derived by linear programming techniques, the authors construct product-type lower bounds for the probability of the intersection among unions of \(k\) sets of events. A numerical example illustrates the use of the proposed method, and compares the new bound with already existing bounds.