A note on the Kounias and Marin Method of Best Linear Bonferroni Bounds
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Upper and lower probability bounds of degree two for the union (or intersection) of a sequence of n events are derived using a linear programming algorithm. The approach is compared to that suggested by Kounias and Mann and is shown to be the dual of their linear programming formulation. The new approach is simpler and more efficient.
[1] A. M. Galperin,et al. The General Solution of a Finite System of Linear Inequalities , 1976, Math. Oper. Res..
[2] E. Kounias. Bounds for the Probability of a Union, with Applications , 1968 .