Subset Complement Addition Upper Bounds - An Improved Inclusion/ Exclusion Method

Abstract

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 Hunter's (1976) improved Bonferroni bounds. The SCAUB inequality is much simpler to calculate than are other distribution free upper bounds proposed in the past. It is also a distribution free analog of Glaz and Johnson's (1984) product type bounds. We prove that for any fixed n events, the SCAUB inequality monotonically decreases with k. SCAUB upper bounds are applied to the multivariate normal (or t) simultaneous interference interval problem. Keywords: Multivariate normal distribution.

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Document Details

Document Type
Technical Report
Publication Date
Apr 20, 1989
Accession Number
ADA208797

Entities

People

  • Donald R. Hoover

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Inclusions
  • Inequalities
  • Intervals
  • Linear Programming
  • Military Research
  • Normal Distribution
  • Probability
  • Security
  • South Carolina
  • Standards
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.