Three-Point Approximations for Continuous Random Variables
From MaRDI portal
Publication:4748895
DOI10.1287/mnsc.29.5.595zbMath0511.60018OpenAlexW1980316752MaRDI QIDQ4748895
Donald L. Keefer, Samuel E. Bodily
Publication date: 1983
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.29.5.595
Related Items (35)
Risk taking in stochastic PERT networks ⋮ The most critical path in a PERT network: A heuristic approach ⋮ Operationalizing approximate multiattribute utility functions for use in practice ⋮ A copula-based approach for generating lattices ⋮ CVaR distance between univariate probability distributions and approximation problems ⋮ An improved method for solving hybrid influence diagrams ⋮ Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis ⋮ The perfect marriage and much more: combining dimension reduction, distance measures and covariance ⋮ Using Bayesian networks for bankruptcy prediction: some methodological issues ⋮ An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty ⋮ Modeling uncertainty in multi-criteria decision analysis ⋮ On ANOVA expansions and strategies for choosing the anchor point ⋮ Bayesian estimation for diagnostic testing of biosecurity risk material in the absence of a gold standard when test data are incomplete ⋮ An interesting property of the arcsine distribution and its applications ⋮ Reexamining Discrete Approximations to Continuous Distributions ⋮ A Simulation-Based Approach to Decision Making with Partial Information ⋮ Estimating Uncertainties Using Judgmental Forecasts with Expert Heterogeneity ⋮ Appointment scheduling with multiple providers and stochastic service times ⋮ Mixture densities for project management activity times: A robust approach to PERT ⋮ Gaussian cubature: a practitioner's guide ⋮ Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions ⋮ Stochastic analysis of flexible process choices ⋮ A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations ⋮ Distribution of the Activity Time in Network Analysis: A Critical Revisit with a Gamma Alternative ⋮ Quantile-Parameterized Distributions ⋮ A Framework for Solving Hybrid Influence Diagrams Containing Deterministic Conditional Distributions ⋮ Discretization Precision and Assessment Error ⋮ Unnamed Item ⋮ The model identification of beta distribution based on quantiles ⋮ A linear Bayesian stochastic approximation to update project duration estimates ⋮ A probabilistic interpretation of the final rankings in AHP ⋮ Logistics planning under uncertainty for disposition of radioactive wastes ⋮ Building a stochastic programming model from scratch: a harvesting management example ⋮ Integration of technical, cost, and schedule risks in project management ⋮ Three-point approach for estimating integrated volatility and integrated covariance
This page was built for publication: Three-Point Approximations for Continuous Random Variables