Probability bounds given by multitrees

Probability bounds given by multitrees

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Article ID: iaor20012045
Country: Hungary
Volume: 20
Issue: 1
Start Page Number: 45
End Page Number: 60
Publication Date: Jan 2000
Journal: Alkalmazott Matematikai Lapok
Authors:
Keywords: probability
Abstract:

Upper bounds are presented for the probability of the union of finite number of events. The bounds are based on few terms of probabilities of intersections of at most m + 1 events. The bounds are computed by means of special hypergraphs called m-multitrees. The main theorem is a generalization of the results of D. Hunter, K.J. Worsley and a former result of A. Prékopa and the author. The efficiency of the new bounds are shown by tests for estimation of the values of multivariate normal distribution functions.

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