A generator for explicit univariate lower bounds
This note applies the method of indicator functions to derive a general inequality for the probability that at least one out of n events occurs. The result is in the spirit of the early work of [Chung, 1941,1943, Ann. Math. Statist. 12, 328-338; Ann. Math. Statist. 14, 123-133] and [Rényi, 1958, J. de Mathematique 37, 393-398] on general bounds using Borel functions of Bonferroni summations. This general method can be used to derive inequalities of specific forms. In particular, we use the proposed general method to re-derive the celebrated Dawson-Sankoff degree-two lower bound; develop a degree-three bound that is complementary in structure to the Sobel-Uppuluri-Galambos (degree-three) lower bound; and obtain a degree-three lower bound similar in structure to the Dawson-Sankoff bound. Numerical examples to illustrate are included.
Year of publication: |
2005
|
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Authors: | Seneta, Eugene ; Chen, John T. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 75.2005, 4, p. 256-266
|
Publisher: |
Elsevier |
Keywords: | Probability inequality Borel function Bonferroni summations |
Saved in:
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