Approximate Evaluation Method for the Probability of the Union of Independent Events

Fuente: arXiv
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Autori principali: Ursini, Edson Luiz, Martins, Paulo S.
Natura: Preprint
Pubblicazione: 2025
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author Ursini, Edson Luiz
Martins, Paulo S.
author_facet Ursini, Edson Luiz
Martins, Paulo S.
contents The evaluation of the probability of union of a large number of independent events requires several combinations involving the factorial and the use of high performance computers with several hours of processing. Bounds and simplifications on the probability of the union are useful in the analysis of stochastic problems across various areas including (but not limited to) systems reliability, biological systems, real-time fault-tolerant systems, probability theory, information theory and communications. We propose an approximation to evaluate the probability of the union of several independent events that uses the arithmetic mean of the probability of all of them. The approximate results are very close to, but larger than the exact values. The method allows a much smaller number of operations with a similar result and more simplicity.
format Preprint
id arxiv_https___arxiv_org_abs_2503_03876
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Approximate Evaluation Method for the Probability of the Union of Independent Events
Ursini, Edson Luiz
Martins, Paulo S.
Numerical Analysis
Information Theory
The evaluation of the probability of union of a large number of independent events requires several combinations involving the factorial and the use of high performance computers with several hours of processing. Bounds and simplifications on the probability of the union are useful in the analysis of stochastic problems across various areas including (but not limited to) systems reliability, biological systems, real-time fault-tolerant systems, probability theory, information theory and communications. We propose an approximation to evaluate the probability of the union of several independent events that uses the arithmetic mean of the probability of all of them. The approximate results are very close to, but larger than the exact values. The method allows a much smaller number of operations with a similar result and more simplicity.
title Approximate Evaluation Method for the Probability of the Union of Independent Events
topic Numerical Analysis
Information Theory
url https://arxiv.org/abs/2503.03876