Best bound on a dry weekend without independence
Question
Saturday's rain probability is and Sunday's is . Making no assumption about how the two days are related, what is the smallest possible upper bound on the probability that neither day sees rain?
Short answer
. A dry weekend is the complement of the union of the two rain events. The union is at least as likely as its larger piece, , with equality when rain on Saturday forces rain on Sunday, so the dry probability can be as high as and no higher.
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