Summary
LetA 1,...,A n be events in a probability space (Ω,A,W). We denote byL k the event, that at leastk events among then eventsA 1,...A n occur, and byK k the event, that exactlyk events occur. If only the inequalities α i ⩽W(A i )⩽β i ,i=1,...,n, are known, we calculate sharp lower and upper bounds forW(L k ) andW(K k ). These bounds only depend onn, k and α i ,β i ,i=1,...,n. They are relevant, when treating combined tests or confidence procedures.
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Von Rüger, B. Scharfe untere und obere Schranken für die Wahrscheinlichkeit der Realisation vonk untern Ereignissen. Metrika 28, 71–77 (1981). https://doi.org/10.1007/BF01902879
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DOI: https://doi.org/10.1007/BF01902879