New bounds for the probability that at least k-out-of-n events occur with unimodal distributions
作者： Munevver M. Subasi , Ersoy Subasi , Ahmed Binmahfoudh , András Prékopa
DOI: 10.1016/J.DAM.2017.03.011
关键词:
摘要: Abstract The contribution of the shape information underlying distribution in probability bounding problem is investigated and a linear programming based methodology to obtain robust efficiently computable bounds for that at least k -out-of- n events occur developed. dual feasible basis structures relaxed versions programs involved are fully described. obtained form formulas as customized algorithmic solutions LP’s formulated. An application finance presented.
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