کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4949622 | 1440197 | 2017 | 20 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
New bounds for the probability that at least k-out-of-n events occur with unimodal distributions
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
The contribution of the shape information of the underlying distribution in probability bounding problem is investigated and a linear programming based bounding methodology to obtain robust and efficiently computable bounds for the probability that at least k-out-of-n events occur is developed. The dual feasible basis structures of the relaxed versions of linear programs involved are fully described. The bounds for the probability that at least k-out-of-n events occur are obtained in the form of formulas and as the customized algorithmic solutions of the LP's formulated. An application in finance is presented.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Discrete Applied Mathematics - Volume 226, 31 July 2017, Pages 138-157
Journal: Discrete Applied Mathematics - Volume 226, 31 July 2017, Pages 138-157
نویسندگان
Munevver M. Subasi, Ersoy Subasi, Ahmed Binmahfoudh, András Prékopa,