On bounding the union probability using partial weighted information

DOI10.1016/J.SPL.2016.04.017zbMATH Open1376.60049OpenAlexW1945575495MaRDI QIDQ297136FDOQ297136

Authors Fady Alajaji, Glen Takahara, Jun Yang 

Publication date 24 June 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.08331

zbMATH Keywords

linear programminglower and upper boundsoptimal boundsprobability of a finite union of events

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Combinatorial probability (60C05)

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 $N$, using partial information on the events in terms of $P(A_i)$ and $su{m}_j{c}_{j}P(A_{i}cap{A}_j)$ where $c_1$, $dots$, $c_N$ 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.

Recommendations

• Lower bounds on the probability of a finite union of events
• scientific article; zbMATH DE number 1724439
• A lower bound on the probability of a finite union of events
• Fréchet optimal bounds on the probability of a union with supplementary information
• Graph-based upper bounds for the probability of the union of events

Cites Work

• scientific article; zbMATH DE number 3155636 (Why is no real title available?)
• scientific article; zbMATH DE number 772850 (Why is no real title available?)
• A bound for the maximum of a number of random variables
• A lower bound on the error probability for signals in white Gaussian noise
• A lower bound on the probability of a finite union of events
• A lower bound on the probability of a union
• An Inequality for Probabilities
• Bounding the probability of the union of events by aggregation and disaggregation in linear programs
• Bounds for probabilities of unions of events and the Borel-Cantelli lemma
• Bounds for the Probability of a Union, with Applications
• Convex Approximations of Chance Constrained Programs
• Deterministic approximations of probability inequalities
• Improving probability bounds by optimization over subsets
• Lectures on stochastic programming. Modeling and theory.
• Lower Bounds on the Error Probability of Block Codes Based on Improvements on de Caen's Inequality
• On bounding the union probability using partial weighted information
• On the Borel-Cantelli lemma and its generalization
• On the Móri-Székely conjectures for the Borel-Cantelli lemma
• Probabilistic set covering with correlations
• Robust optimization
• Some inequalities in functional analysis, combinatorics, and probability theory
• The effect of redundancy on probability bounds
• Tight error bounds for nonuniform signaling over AWGN channels

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

This page was built for publication: On bounding the union probability using partial weighted information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q297136)