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Constructive Proofs of Generalized Boole--Frechet Bounds: A Dynamic Programming Approach (2512.09161v1)
Published 9 Dec 2025 in math.PR
Abstract: Extensions of the Boole--Frechet inequalities give sharp bounds for the probabilities of compound events, particularly when only the probabilities of atomic events (that make up the compound events) are known. We present a constructive approach to obtaining generalized Boole--Frechet bounds using dynamic programming.
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