Dergiler / Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics / 2007 / Cilt: 56 - Sayı: 2 #74266
EDGEWORTH SERIES APPROXIMATION FOR CHI-SQUARE TYPE CHANCE CONSTRAINTS
- Sayfa
- 27–37
- DOI
- —
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