Estimating the distribution function of a transformed random vector

DOI10.1080/03610918108812198MaRDI QIDQ3902328zbMATH OpenOpenAlexFDO

Authors Thomas C. Jun. Baker, Robert L. Jun. Sielken

Publication date 1981

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918108812198

zbMATH Keywords

empirical distributionpercentilestransformed random vector

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05)

Cites work

• A Statistical Theory for PERT Critical Path Analysis
• Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis
• Critical Path Analyses Via Chance Constrained and Stochastic Programming
• Distribution of the Time Through a Directed, Acyclic Network
• Linear programming under uncertainty
• Linear Statistical Inference and its Applications
• Numerical Operators for Statistical PERT Critical Path Analysis
• On stochastic linear programming. The Laplace transform to the distribution of the optimum and applications
• On stochastic programming. I: Static linear programming under risk
• Statistical decision analysis of stochastic linear programming problems

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