Article ID: | iaor20041136 |
Country: | United States |
Volume: | 26 |
Issue: | 1 |
Start Page Number: | 174 |
End Page Number: | 192 |
Publication Date: | Feb 2001 |
Journal: | Mathematics of Operations Research |
Authors: | Bukszar J., Prekopa A. |
Keywords: | probability, programming: linear |
A third order upper bound is represented on the probability of the union of a finite number of events, by means of graphs called cherry trees. These are graphs that we construct recursively in such a way that every time we pick a new vertex, connect it with two already existing vertices. If the letters are always adjacent, we call the cherry tree a t-cherry tree. A cherry tree has a weight that provides us with the upper bound on the union. Any Hunter–Worsley bound can be majorized by a t-cherry bound constructed by the use of the Hunter–Worsley tree. A cherry tree bound can be identified as a feasible solution to the dual of the Boolean probability bounding problem. A t-cherry tree bound can be identified as the objective function value of the dual vector corresponding to a dual feasible basis in the Boolean problem. This enables us to improve on the bound algorithmically, if we use the dual method of linear programming.