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Optimal lower bounds for bivariate probabilities

Authors :
Tuhao Chen
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.

Details

ISSN :
14756064 and 00018678
Volume :
30
Database :
OpenAIRE
Journal :
Advances in Applied Probability
Accession number :
edsair.doi.dedup.....37a6189f4976105083ebc6cbb669ba2d