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A refinement of multivariate Bonferroni-type inequalities
Published online by Cambridge University Press: 14 July 2016
Abstract
Technology developed in a predecessor paper (Chen and Seneta (1996)) is applied to provide, in a unified manner, a sharpening of bivariate Bonferroni-type bounds on P(v1≥r, v2≥u) obtained by Galambos and Lee (1992; upper bound) and Chen and Seneta (1986; lower bound).
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- Copyright © 2000 by The Applied Probability Trust
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