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Most Stringent Bounds on Aggregated Probabilities of Partially Specified Dependent Probability Systems

 

作者: SeymourM. Kwerel,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1975)
卷期: Volume 70, issue 350  

页码: 472-479

 

ISSN:0162-1459

 

年代: 1975

 

DOI:10.1080/01621459.1975.10479893

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Analysis of dependent probability systems of a moderate to large finite number (m) of events must often be based solely on the partial system information given byS1, the sum of the probabilities of occurrence of themindividuaf events; andS2, the sum of the probabilities of occurrence of each of the (m2) pairs of events. This information is used to develop the most stringent upper and lower bounds on the aggregated probabilitiesP[n], the probability of occurrence of exactlynevents (n= 0, 1, …,m); and onP1, the probability of occurrence of one or more of themevents. The most stringent bounds onP[m]andP1are more stringent than corresponding bounds presented in the literature, for most systems.

 

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