Strengthened bounds for the probability of k-out-of-n events

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Strengthened bounds for the probability of k-out-of-n events

Given a set of n random events in a probability space, represented by n Bernoulli variables, we consider the probability that k out of n events occur. When partial distribution information, i.e., moments up to level m (m < n,) is provided, only an upper or lower bound can be computed for this probability. Prékopa and Gao [9] proposed a polynomial-size linear program to obtain such bounds. In th...

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ژورنال

عنوان ژورنال: Discrete Applied Mathematics

سال: 2016

ISSN: 0166-218X

DOI: 10.1016/j.dam.2015.05.023