| Article ID: | iaor20013679 |
| Country: | United Kingdom |
| Volume: | 28 |
| Issue: | 5 |
| Start Page Number: | 473 |
| End Page Number: | 483 |
| Publication Date: | Apr 2001 |
| Journal: | Computers and Operations Research |
| Authors: | Elmaghraby Salah E., Agrawal Mani K. |
We present an efficient approach to the determination of the convolution of random variables when their probability density functions are given as continuous functions over finite support. We determine that the best approach for large activity networks is to discretize the density function using Chebychev's points.