Optimal lower bounds for bivariate probabilities

被引：4
|
作者：
Chen, TH [1 ]
机构：
[1] Univ Sydney, Sydney, NSW 2006, Australia
来源：
ADVANCES IN APPLIED PROBABILITY | 1998年 / 30卷 / 02期
关键词：
Frechet optimality; linear programming; probability space; iteration; optimization; cycling; perturbation;
D O I：
10.1017/S0001867800047388
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper deals with existence of bivariate Frechet optimal lower bounds for two sets of events, and provides a practical approach to find this kind of bound. The main device used is linear programming ideas, coupled with construction of probability spaces. The highlight of this paper is that perturbation terms in the optimization process, even when a tie occurs, are not necessary in this practical implementation.
引用
收藏
页码：476 / 492
页数：17
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