EDGEWORTH SERIES APPROXIMATION FOR CHI-SQUARE TYPE CHANCE CONSTRAINTS
نویسندگان
چکیده
منابع مشابه
Edgeworth Series Approximation for Chi-square Type Chance Constraints
We introduce two methods for approximation to distribution of weighted sum of chi-square random variables. These methods can be more useful than the known methods in literature to transform chi-square type chance constrained programming (CCP) problem into deterministic problem. Therefore, these are compared with Sengupta (1970)s method. Some examples are illustrated for the purpose of comparin...
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ژورنال
عنوان ژورنال: Communications, Faculty Of Science, University of Ankara Series A1Mathematics and Statistics
سال: 1999
ISSN: 1303-5991
DOI: 10.1501/commua1_0000000191