Abstract.
In this paper we consider the problem of covering the most probability of a multivariate normal distribution by selection of a given number of hypercubes of a given size. The problem is formulated and metaheuristic procedures proposed for its solution.
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Correspondence to: Zvi Drezner
This research was supported, in part, by the Natural Sciences and Engineering Research Council of Canada.
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Drezner, Z., Wesolowsky, G.O. Maximizing cover probability by using multivariate normal distributions. OR Spectrum 27, 95–106 (2005). https://doi.org/10.1007/s00291-004-0184-4
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DOI: https://doi.org/10.1007/s00291-004-0184-4