Multivariate product-type lower bounds

DOI10.1239/JAP/996986752MaRDI QIDQ2748436zbMATH OpenOpenAlexFDO

Authors Henry W. Block, Tuhao Chen

Publication date 23 June 2002

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/996986752

zbMATH Keywords

\(\text{MTP}_2\)bivariate Fréchet optimal boundlinear programmingmultivariate inequalitypositive dependenceproduct-type boundspanning tree

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)

Review text

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.

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(3)

• A generator for explicit univariate lower bounds
• Product-Type Probability Bounds of Higher Order
• scientific article; zbMATH DE number 1098870 (Why is no real title available?)

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