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
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
New bounds for the probability that at least k-out-of-n events occur with unimodal distributions
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
نویسندگان
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