Article contents
Optimal lower bounds for bivariate probabilities
Published online by Cambridge University Press: 01 July 2016
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.
Keywords
MSC classification
- Type
- General Applied Probability
- Information
- Copyright
- Copyright © Applied Probability Trust 1998
References
- 7
- Cited by