Strengthened bounds for the probability of k-out-of-n events

DOI10.1016/J.DAM.2015.05.023MaRDI QIDQ897611zbMATH OpenOpenAlexFDO

Authors Feng Qiu, S. Ahmed, Santanu S. Dey

Publication date 7 December 2015

Published in Discrete Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.dam.2015.05.023

zbMATH Keywords

\(k\)-of-\(n\) eventlinear programmingprobability bound

Mathematics Subject Classification ID

Combinatorial probability (60C05) Linear programming (90C05)

Review text

Let \(\{A_j\}_{1\leq j\leq n}\), \(n\geq 1,\) be a set of events defined on a probability space. Define the random variables \(X_j:A_j\to\{0,1\}\) as \(X_j=1\) if \(A_j\) occurs, and \(X_j=0\) otherwise. Let \(\mu=\sum_j X_j\). Clearly, \(\mathbb{P}(\mu\geq k)\) is the probability that at least \(k\) events \(A_j\) occur. It is known that if marginal probabilities and all joint probabilities up to \(m\) (\(m\leq n-1\)) are provided, then only lower and upper bounds for \(\mathbb{P}(\mu\geq k)\) are available. A strong bound is also known only for \(\mathbb{P}(\mu\geq 1)\). Its computation is based on a polynomial size linear program. From the authors' abstract: ``In this work, we propose inequalities that can be added to this linear program to strengthen the bounds.We also show that with a slight modification of the objective function this linear program and the inequalities can be used for the more general case where \(k\) is any positive integer less than or equal to \(n\). Various examples are also discussed.

Recommendations

• New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions
• Polynomially computable bounds for the probability of the union of events
• Lower and upper bounds for the probability that at least r and exactly r out of n events occur
• A sharp upper probability bound for the occurrence of at least m out of n events
• On extreme joint probabilities of k events chosen from n events

Cites work

• An Inequality for Probabilities
• Boole-Bonferroni Inequalities and Linear Programming
• Bounding the probability of the union of events by aggregation and disaggregation in linear programs
• Bounds on the probability of the union and intersection of m events
• Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur
• Most stringent bounds on the probability of the union and intersection of m events for systems partially specified by s₁, s₂, …s_k, 2 ≦ k < m
• Polynomially computable bounds for the probability of the union of events
• Probabilistic set covering with correlations
• Sharp Bounds on Probabilities Using Linear Programming

Cited in

(9)

• New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions
• A sharp upper probability bound for the occurrence of at least m out of n events
• A new method for generating Bonferroni-type inequalities by iteration
• scientific article; zbMATH DE number 1457406 (Why is no real title available?)
• On extreme joint probabilities of k events chosen from n events
• Tight Probability Bounds with Pairwise Independence
• Probability bounds for \(n\) random events under \((n-1)\)-wise independence
• Bounds on generalized family-wise error rates for normal distributions
• A generalization of Hunter's bound to hypergraphs

This page was built for publication: Strengthened bounds for the probability of \(k\)-out-of-\(n\) events

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q897611)