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Subset complement addition upper bounds. An improved inclusion-exclusion method. (English) Zbl 0708.62028

This paper presents the ‘Subset Complement Addition Upper Bound’ (SCAUB) procedure which produces upper bounds for probabilities of unions of n events given that probabilities of unions and/or intersections of subsets including up to k events are known. The SCAUB method is an extension of D. Hunter’s [J. Appl. Probab. 13, 597-603 (1976; Zbl 0349.60007)] improved Bonferroni bounds.

MSC:

62F25 Parametric tolerance and confidence regions
62F99 Parametric inference

Citations:

Zbl 0349.60007
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References:

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