On the concavity of multivariate probability distribution functions

Operations Research Letters

Volumn 29, Issue 1, 2001, Pages 1-4

  Prékopa, András ^a  

^a the State University of New Jersey   (United States)

Author keywords

Concavity; Dirichlet distribution; Normal distribution; Probability distribution; Stochastic programming

Indexed keywords

COMPUTATIONAL METHODS; CONSTRAINT THEORY; NORMAL DISTRIBUTION; STOCHASTIC PROGRAMMING;

DIRICHLET DISTRIBUTIONS; MULTIVARIATE PROBABILITY DISTRIBUTIONS;

OPERATIONS RESEARCH;

EID: 0035425729     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6377(01)00070-0     Document Type: Article

References (3)