Probability bounds with cherry trees

Probability bounds with cherry trees

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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: ,
Keywords: probability, programming: linear
Abstract:

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.

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