Journal of Applied Probability
- J. Appl. Probab.
- Volume 53, Number 4 (2016), 1265-1270.
Improved Chen‒Stein bounds on the probability of a union
We improve the Chen‒Stein bounds when applied to the probability of a union. When the probability is small, the improvement in the distance from the lower to the upper bound is roughly a factor of 2. Further improvements are determined when the events of the union are either negatively or positively dependent.
J. Appl. Probab., Volume 53, Number 4 (2016), 1265-1270.
First available in Project Euclid: 7 December 2016
Permanent link to this document
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Ross, Sheldon M. Improved Chen‒Stein bounds on the probability of a union. J. Appl. Probab. 53 (2016), no. 4, 1265--1270. https://projecteuclid.org/euclid.jap/1481132851