Approximations to the distribution of weighted combination of independent probabilities

Dinesh S. Bhoj; Klaus Schiefermayr

doi:10.1080/00949650108812062

Approximations to the distribution of weighted combination of independent probabilities

Dinesh S. Bhoj
, Klaus Schiefermayr

Institut für Stochastik

Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung

Abstract

Two simple approximations are proposed for the distribution of the weighted combination of n independent probabilities. The approximations are compared with other available approximations. It is shown that one of the proposed approximations is better than the other approximations.

Originalsprache	Englisch
Seiten (von - bis)	153-159
Seitenumfang	7
Fachzeitschrift	Journal of Statistical Computation and Simulation
Volume	68
Ausgabenummer	2
DOIs	https://doi.org/10.1080/00949650108812062
Publikationsstatus	Veröffentlicht - 2001

Wissenschaftszweige

101029 Mathematische Statistik
101024 Wahrscheinlichkeitstheorie

Zugriff auf Dokument

10.1080/00949650108812062

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