Multivariate product-type lower bounds
Abstract
Univariate probability inequalities have received extensive attention. It has been shown that under certain conditions, product-type bounds are valid and sharper than summation-type bounds. Although results concerning multivariate inequalities have appeared in the literature, product-type bounds in a multivariate setting have not yet been studied. This note explores an approach using graph theory and linear programming techniques to construct product-type lower bounds for the probability of the intersection among unions of k sets of events.
Permanent link to this document: http://projecteuclid.org/euclid.jap/996986752
Digital Object Identifier: doi:10.1239/jap/996986752
Mathematical Reviews number (MathSciNet): MR1834750
Zentralblatt MATH identifier: 0987.60030
Journal of Applied Probability