Subset complement addition upper bounds. An improved inclusion-exclusion method

DOI10.1016/0378-3758(90)90041-RMaRDI QIDQ920504zbMATH OpenFDO

Authors Donald R. Hoover

Publication date 1990

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(90)90041-R

zbMATH Keywords

Hunter boundimproved Bonferroni boundsinclusion-exclusionmultivariate normal distributionsprobabilities of unionsSCAUB methodsimultaneous inferenceSubset Complement Addition Upper Bound

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Parametric inference (62F99)

Review text

This paper presents the `Subset Complement Addition Upper Bound' (SCAUB) procedure which produces upper bounds for probabilities of unions of n events given that probabilities of unions and/or intersections of subsets including up to k events are known. The SCAUB method is an extension of \textit{D. Hunter}'s [J. Appl. Probab. 13, 597-603 (1976; Zbl 0349.60007)] improved Bonferroni bounds.

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Cites work

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• scientific article; zbMATH DE number 3026527 (Why is no real title available?)
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• On the shortest spanning subtree of a graph and the traveling salesman problem
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Cited in

(9)

• Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
• Pattern matching between two non-aligned random sequences
• Two-dimensional discrete scan statistics
• Estimating probability of occurrence of the most likely multinomial event
• An Implementation of Variable Upper Bounds via SUB Methodology
• Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable
• APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS
• Plane Triangulations Without Spanning 2-Trees
• Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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