Bounding the Probability of the Union of Events by the Use of Aggregation and Disaggregation in Linear Programs

@inproceedings{Gao2011BoundingTP,
title={Bounding the Probability of the Union of Events by the Use of Aggregation and Disaggregation in Linear Programs},
author={Linchun Gao},
year={2011}
}

Given a sequence of n arbitrary events in a probability space we as sume that the individual probabilities as well as some or all joint probabilities of up to m events are known where m n Using this information we give lower and upper bounds for the probability of the union The bounds are obtained as optimum values of linear programming problems or objective function values corre sponding to feasible solutions of the dual problems If all joint probabilities of the k tuples of events are known… CONTINUE READING