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Technical Note—Statistical Measures for Linear Functions on Polytopes
Author(s) -
Johnnie R. Charnetski,
Richard M. Soland
Publication year - 1976
Publication title -
operations research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.797
H-Index - 140
eISSN - 1526-5463
pISSN - 0030-364X
DOI - 10.1287/opre.24.1.201
Subject(s) - polytope , linear programming , bounded function , convex polytope , mathematics , set (abstract data type) , simple (philosophy) , variance (accounting) , mathematical optimization , regular polygon , sample (material) , linear fractional programming , expected value , computer science , combinatorics , convex set , convex optimization , statistics , mathematical analysis , philosophy , geometry , accounting , epistemology , chromatography , business , programming language , chemistry

This note presents a technique for obtaining a random sample from an arbitrary N-dimensional bounded convex polyhedral set polytope. The need for computing the expected value and variance measures for linear functions defined on such sets arises in multiattribute decision problems and in certain classes of linear programming problems. We develop the method and produce formulations for estimating the statistical measures for linear functions. A simple example is presented.

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