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arXiv · 2008.03588

On upper and lower bounds for probabilities of combinations of events

Andrei N. Frolov
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Abstract

We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also discuss variants of the results for conditional probability of above events given $\sigma$-field. Taking expectations from both parts of inequalities for conditional probabilities can yield better bounds for unconditional ones.

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Andrei N. Frolov. 2020-08-08. On upper and lower bounds for probabilities of combinations of events. https://arxiv.org/abs/2008.03588

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