Three-Point Approximations for Continuous Random Variables

DOI10.1287/MNSC.29.5.595MaRDI QIDQ4748895zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

beta distributionsthree-point approximationstriangular-density- function approximations

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Distribution theory (60E99)

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(36)

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• On ANOVA expansions and strategies for choosing the anchor point
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• A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations
• Modeling uncertainty in multi-criteria decision analysis
• A Simulation-Based Approach to Decision Making with Partial Information
• Operationalizing approximate multiattribute utility functions for use in practice
• The most critical path in a PERT network: A heuristic approach
• scientific article; zbMATH DE number 7578291 (Why is no real title available?)
• A framework for solving hybrid influence diagrams containing deterministic conditional distributions
• Quantile-Parameterized Distributions
• Reexamining discrete approximations to continuous distributions
• Efficient optimal Kolmogorov approximation of random variables
• Stochastic analysis of flexible process choices
• An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty
• Distribution of the Activity Time in Network Analysis: A Critical Revisit with a Gamma Alternative
• Building a stochastic programming model from scratch: a harvesting management example
• Discretization Precision and Assessment Error
• Three-point approach for estimating integrated volatility and integrated covariance

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