Optimal lower bounds for bivariate probabilities

DOI10.1239/AAP/1035228079MaRDI QIDQ4210872zbMATH OpenOpenAlexFDO

Authors Tuhao Chen

Publication date 27 September 1998

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

Full work available at URL https://doi.org/10.1239/aap/1035228079

zbMATH Keywords

cyclingFréchet optimalityiterationlinear programmingoptimizationperturbationprobability space

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Linear programming (90C05)

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(5)

• Best-possible bounds on sets of bivariate distribution functions
• Fréchet optimal bounds on the probability of a union with supplementary information
• Lower bounds for Bruss' odds problem with multiple stoppings
• Optimal second-order product probability bounds
• A lower bound using Hamilton-type circuits and its applications

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