= Exact Gaussian chance constraint
{title2=$m+\Phi^{-1}(1-\varepsilon)\sqrt v\leq C$}
= Gaussian chance constraint
{c}
{synonym}
For $X\sim N(m,v)$ with $v>0$ and $0<\varepsilon<1$, $P(X\geq C)\leq\varepsilon$ is equivalent to the displayed <chance constraint>, because the <standard normal distribution function> is continuous and strictly increasing. The coefficient is a <standard normal quantile>, which can be negative. If $v=0$, equality is an atom and the exact condition becomes $C>m$ instead.
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