Improved Chen‒Stein bounds on the probability of a union
- 9 December 2016
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 53 (4) , 1265-1270
Abstract
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.Keywords
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