Programming Techniques: An algorithm for the probability of the union of a large number of events

Authors:
G. D. Miller
Affiliations:
Univ. of Canterbury, Christchurch, New Zealand
Venue:
Communications of the ACM
Year:
1968

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Abstract

An algorithm is presented which efficiently evaluates the probability for the union of n independent and not mutually exclusive events. The problem is that of evaluating the sums of the products of all possible combinations of n variables in minimum time and storage space.