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Optimal lower bounds for bivariate probabilities
- Source :
- Advances in Applied Probability. 30:476-492
- Publication Year :
- 1998
- Publisher :
- Cambridge University Press (CUP), 1998.
-
Abstract
- This paper deals with existence of bivariate Fréchet optimal lower bounds for two sets of events, and provides a practical approach to find this kind of bound. The main device used is linear programming ideas, coupled with construction of probability spaces. The highlight of this paper is that perturbation terms in the optimization process, even when a tie occurs, are not necessary in this practical implementation.
- Subjects :
- Statistics and Probability
Mathematical optimization
Linear programming
Applied Mathematics
010102 general mathematics
Perturbation (astronomy)
Bivariate analysis
01 natural sciences
010104 statistics & probability
Probability space
0103 physical sciences
Applied mathematics
010307 mathematical physics
0101 mathematics
Mathematics
Subjects
Details
- ISSN :
- 14756064 and 00018678
- Volume :
- 30
- Database :
- OpenAIRE
- Journal :
- Advances in Applied Probability
- Accession number :
- edsair.doi.dedup.....37a6189f4976105083ebc6cbb669ba2d