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

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

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(36)

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• Discretizing distributions with exact moments: error estimate and convergence analysis
• An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty
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• Discretization Precision and Assessment Error
• 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
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• Estimating uncertainties using judgmental forecasts with expert heterogeneity
• The model identification of beta distribution based on quantiles
• On ANOVA expansions and strategies for choosing the anchor point
• Efficient optimal Kolmogorov approximation of random variables
• Using Bayesian networks for bankruptcy prediction: some methodological issues
• 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

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