On Bounds for Probabilities of Combinations of Events, the Jordan Formula, and the Bonferroni Inequalities

详细

This paper presents a method for deriving optimal lower and upper bounds for probabilities and conditional probabilities (given a σ-field) for various combinations of events. The optimality is understood as the possibility that inequalities become equalities for some sets of events. New generalizations of the Jordan formula and the Bonferroni inequalities are obtained. The corresponding conditional versions of these results are also considered.