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Approximations to the distribution of weighted combination of independent probabilities

  • Dinesh S. Bhoj
  • , Klaus Schiefermayr

Research output: Contribution to journalArticlepeer-review

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.
Original languageEnglish
Pages (from-to)153-159
Number of pages7
JournalJournal of Statistical Computation and Simulation
Volume68
Issue number2
DOIs
Publication statusPublished - 2001

Fields of science

  • 101029 Mathematical statistics
  • 101024 Probability theory

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