Journal article
Computing the probability of union in the n-dimensional Euclidean space for application of the multivariate quantile: p-level efficient points
Operations research letters, v 45(3), pp 242-247
May 2017
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Abstract
As recently studied in Lee and Prékopa (2017), in the general case of Rn,n≥3, if certain conditions among the projected sets are met, the probability of union of such sets can be efficiently calculated by the modified inclusion–exclusion formula in a recursive manner. In this paper, we study with the fullest generality how to construct such suitable conditions on the partial order relation. Upon this basis we can use the modified inclusion–exclusion formulas in any case. Numerical examples are presented.
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Details
- Title
- Computing the probability of union in the n-dimensional Euclidean space for application of the multivariate quantile: p-level efficient points
- Creators
- Jinwook Lee - Decision Sciences and MIS, LeBow College of Business, Drexel University, Philadelphia, PA 19104, United States
- Publication Details
- Operations research letters, v 45(3), pp 242-247
- Publisher
- Elsevier
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Decision Sciences (and Management Information Systems)
- Web of Science ID
- WOS:000402946700011
- Scopus ID
- 2-s2.0-85016610225
- Other Identifier
- 991019168633604721
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- Web of Science research areas
- Operations Research & Management Science