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arxiv: 1511.06640 · v2 · pith:LPELL7EDnew · submitted 2015-11-20 · 🧮 math.PR

Bivariate Binomial Moments and Bonferroni-type Inequalities

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

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