Resh, M. - In: Management Science 17 (1970) 1, pp. 48-65
The statistical model of a chance constrained variable which is the sum of stochastically independent random variables is considered, using the machine loading problem as an expository case. The resulting chance constrained statement, Pr {\sum <sup>n</sup><sub>i</sub><sub>=1</sub>\sum <sup>x<sub>i</sub></sup><sub>k</sub><sub>=0</sub>a<sub>ik</sub> H} < \beta, is shown to be different in substance from the classical case, Pr{\sum <sup>n</sup><sub>i</sub><sub>=1</sub> a'<sub>i</sub>x<sub>i</sub> < H} > \beta, where x<sub>i</sub>...</h}></\beta,>