haku: @indexterm project management / yhteensä: 904
viite: 304 / 904
| Tekijä: | Badinelli, R. |
| Otsikko: | Approximating probability density functions and their convolutions using orthogonal polynomials |
| Lehti: | European Journal of Operational Research
1996 : NOV 22, VOL. 95:1, p. 211-230 |
| Asiasana: | PROJECT MANAGEMENT INVENTORIES OPERATIONAL RESEARCH |
| Kieli: | eng |
| Tiivistelmä: | This paper describes and tests methods for piecewise polynomial approximation of probability density functions using orthogonal polynomials. Empirical tests indicate that the procedure described in this paper can provide very accurate estimates of probabilities and means when the probability density function cannot be integrated in closed form. Furthermore, the procedure lends itself to approximating convolutions of probability densities. Such approximations are useful in project management, inventory modeling, and reliability calculations, to name a few applications. |
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