EDGEWORTH SERIES APPROXIMATION FOR CHI-SQUARE TYPE CHANCE CONSTRAINTS
We introduce two methods for approximation to distribution ofweighted sum of chi-square random variables. These methods can be more useful than the known methods in literature to transform chi-square type chanceconstrained programming (CCP) problem into deterministic problem. Therefore, these are compared with Sengupta (1970)’s method. Some examples areillustrated for the purpose of comparing the solutions of these methods
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