Journal of Applied Probability

Improved Chen‒Stein bounds on the probability of a union

Sheldon M. Ross

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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.

Article information

J. Appl. Probab., Volume 53, Number 4 (2016), 1265-1270.

First available in Project Euclid: 7 December 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60E15: Inequalities; stochastic orderings
Secondary: 60E99: None of the above, but in this section

Chen‒Stein Poisson approximation improved bounds on unions negative and positive dependencies


Ross, Sheldon M. Improved Chen‒Stein bounds on the probability of a union. J. Appl. Probab. 53 (2016), no. 4, 1265--1270.

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