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Best bound on a dry weekend without independence

Question

Saturday's rain probability is 40%40\% and Sunday's is 70%70\%. 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

0.30.3. 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, 0.70.7, with equality when rain on Saturday forces rain on Sunday, so the dry probability can be as high as 1−0.7=0.31-0.7=0.3 and no higher.

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