Subset complement addition upper bounds. An improved inclusion-exclusion method (Q920504)

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scientific article; zbMATH DE number 4163920
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Subset complement addition upper bounds. An improved inclusion-exclusion method
scientific article; zbMATH DE number 4163920

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    Subset complement addition upper bounds. An improved inclusion-exclusion method (English)
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    1990
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    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 \textit{D. Hunter}'s [J. Appl. Probab. 13, 597-603 (1976; Zbl 0349.60007)] improved Bonferroni bounds.
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    Hunter bound
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    inclusion-exclusion
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    multivariate normal distributions
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    simultaneous inference
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    Subset Complement Addition Upper Bound
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    probabilities of unions
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    SCAUB method
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    improved Bonferroni bounds
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