An Approach in Solving Data Envelopment Analysis with Stochastic Data

The importance and necessity of the data envelopment analysis as a relevant and effective instrument in investigation of the performance of units studied such as banks and so forth is an evident issue. One of the main issues we encounter is envelope analysis of data with random variable values. In this research, by explaining the general model of the data envelopment analysis models and inspired by how to work on interval input/output, there would a solution for random state provided. In fact, the interval the random variable varies in is considered and using envelope analysis on interval data, we will determine the effective unit.