English

Bivariate Binomial Moments and Bonferroni-type Inequalities

Probability 2016-01-19 v2

Abstract

We obtain bivariate forms of Gumbel's, Fr\'echet's and Chung's linear inequalities for P(Su,Tv)P(S\ge u, T\ge v) in terms of the bivariate binomial moments {Si,j}\{S_{i,j}\}, 1ik,1jl1\le i\le k, 1\le j\le l of the joint distribution of (S,T)(S,T). At u=v=1u=v=1, the Gumbel and Fr\'echet bounds improve monotonically with non-decreasing (k,l)(k,l). The method of proof uses combinatorial identities, and reveals a multiplicative structure before taking expectation over sample points.

Keywords

Cite

@article{arxiv.1511.06640,
  title  = {Bivariate Binomial Moments and Bonferroni-type Inequalities},
  author = {Qin Ding and Eugene Seneta},
  journal= {arXiv preprint arXiv:1511.06640},
  year   = {2016}
}

Comments

To appear in Methodology and Computing in Applied Probability

R2 v1 2026-06-22T11:50:34.479Z