Abstract

We introduce two methods for approximation to distribution ofweighted sum of chi-square random variables. These methods can be more useful than the known methods in literature to transform chi-square type chanceconstrained programming (CCP) problem into deterministic problem. Therefore, these are compared with Sengupta (1970)’s method. Some examples areillustrated for the purpose of comparing the solutions of these methods

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.