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Improved Chen‒Stein bounds on the probability of a union
Published online by Cambridge University Press: 09 December 2016
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.
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- Copyright © Applied Probability Trust 2016
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