Optimal lower bounds for bivariate probabilities

Optimal lower bounds for bivariate probabilities

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Article ID: iaor19992578
Country: United Kingdom
Volume: 30
Issue: 2
Start Page Number: 476
End Page Number: 492
Publication Date: Jun 1998
Journal: Advances in Applied Probability
Authors:
Keywords: programming: linear
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.

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