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: | Chen Tuhao |
Keywords: | programming: linear |
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.