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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 2, Pages 344–347 (Mi tvp853)

This article is cited in 1 paper

Short Communications

Probabilities of complex events and the linear programming

S. A. Pirogov

Moscow

Abstract: The following two extremal problems are solved in the paper by methods of the linear programming.
A. Let $\varepsilon\le1$ be a fixed positive number. Call the distance $\rho(A,B)$ between two events $A$ and $Â$ the measure of their symmetrical difference. How many events with mutual distances not less than $\varepsilon$ can be constructed?
B. Let $k<n$ be fixed integers and $0<p<1$. For what $c$ is it possible to choose $k$ events with the probability of their intersection not less than $c$ from every $n$ events with the probabilities not less than $p$?
The second problem was investigated in [1] by a different method. We reduce both the problems to finding of extrema of some linear forms on rather simple convex polyhedrons.

Received: 27.12.1966


 English version:
Theory of Probability and its Applications, 1968, 13:2, 329–332

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