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Further studies of bivariate Bonferroni-type inequalities

Published online by Cambridge University Press:  14 July 2016

Abstract

Let A1, A2, …, An and B1, B2,. ., BN be two sequences of events on the same probability space. Let mn(A) and mN(B), respectively, be the number of those Aj and Bj which occur. Let Si,j denote the joint ith binomial moment of mn(A) and jth binomial moment of mN(B), 0 ≤ i ≤ n, 0 ≤ j ≤ N. For fixed non-negative integers a and b, we establish both lower and upper bounds on the distribution P(mn(A) = r, mN(B) = u) by linear combinations of Si,j, 0 ≤ i ≤ a, 0 ≤ j ≤ b. When both a and b are even, all mentioned S¡,j are utilized in both the upper and the lower bound. In a set of remarks the results are analyzed and their relation to the existing literature, including the univariate case, is discussed.

Type
Part 2 Probabilistic Methods
Copyright
Copyright © Applied Probability Trust 1994 

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