haku: @author Prekopa, A. / yhteensä: 3
viite: 2 / 3
| Tekijä: | Prekopa, A. |
| Otsikko: | Sharp bounds on probabilities using linear programming. |
| Lehti: | Operations Research
1990 : MAR-APR, VOL. 38:2, p. 227-239 |
| Asiasana: | PROBABILITY LINEAR PROGRAMMING |
| Kieli: | eng |
| Tiivistelmä: | Linear programming problems are formulated to obtain sharp lower and upper bounds. An algorithm is given that solves two problems: find sharp upper bounds for the probabilities that an exact number and at least an exact number of events occur. Dual feasible basic characterization theorems are proved. These are interpreted in terms of the vertices of the dual problems. Some linear inequalities are mentioned, among the binomial moments participating in the approximation, which are immediate consequences of the results and help to understand the basic algorithm. It is shown that theory can partly be generalized for the case of an arbitrary collection of binomial moments. |
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