On bounding the union probability using partial weighted information
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Publication:297136
Abstract: Effective bounds on the union probability are well known to be beneficial in the analysis of stochastic problems in many areas, including probability theory, information theory, statistical communications, computing and operations research. In this work we present new results on bounding the probability of a finite union of events, , for a fixed positive integer , using partial information on the events in terms of and where , , are given weights. We derive two new classes of lower bounds of at most pseudo-polynomial computational complexity. These classes of lower bounds generalize the existing bound in cite{Kuai2000} and recent bounds in cite{Yang2014,Yang2014ISIT} and are numerically shown to be tighter in some cases than the Gallot-Kounias bound cite{Gallot1966,Kounias1968} and the Pr{'e}kopa-Gao bound cite{Prekopa2005} which require more information on the events probabilities.
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Cited In (6)
- Importance sampling the union of rare events with an application to power systems analysis
- On bounding the union probability using partial weighted information
- Linear programming bounds on the union probability
- Lower bounds on the probability of a finite union of events
- Behavior of FWER in Normal Distributions
- Upper and lower bounds of Borel-Cantelli lemma in a general measure space
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