First Borel-Cantelli equalities incorporating known dependency structure

Research output: Contribution to journalArticlepeer-review

Abstract

The First Borel-Cantelli Lemma gives an upper bound for infinite occurrence of a given outcome. Incorporation of known dependency structure among subsets of events into this Lemma results in an equality for infinite occurrence. These First Borel-Cantelli bounds are infinite event analogs of Bonferroni bounds.

Original languageEnglish (US)
Pages (from-to)19-28
Number of pages10
JournalMetron
Volume60
Issue number3-4
StatePublished - 2002

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Keywords

  • Bonferroni bound
  • Dependent events
  • First Borel-Cantelli inequality

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