Document Zbl 1358.60040

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Improved Chen-Stein bounds on the probability of a union. (English) Zbl 1358.60040

J. Appl. Probab. 53, No. 4, 1265-1270 (2016).

Summary: We improve the Chen-Stein bounds when applied to the probability of a union. When the probability is small, the improvement in the distance from the lower to the upper bound is roughly a factor of 2. Further improvements are determined when the events of the union are either negatively or positively dependent.

Cited in 5 Documents

MSC:

60E15	Inequalities; stochastic orderings
60E99	Distribution theory

Keywords:

Chen-Stein Poisson approximation; improved bounds on unions; negative and positive dependencies

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