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 in terms of the bivariate binomial moments , of the joint distribution of . At , the Gumbel and Fr\'echet bounds improve monotonically with non-decreasing . The method of proof uses combinatorial identities, and reveals a multiplicative structure before taking expectation over sample points.
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