haku: @author Zairo Jr, N. A. / yhteensä: 1
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| Tekijä: | Zairo Jr, N. A. D'Errico, J. |
| Otsikko: | Optimal discrete approximations for continuous outcomes with applications in decision and risk analysis |
| Lehti: | Journal of the Operational Research Society
1989 : APR, VOL. 40:4, p. 379-388 |
| Asiasana: | DECISION ANALYSIS RISK ANALYSIS PROBABILITY UNCERTAINTY MATHEMATICAL ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | In decision and risk analysis one commonly used modelling strategy is to approximate the uncertain events with continuous probability distributions by discrete probability distributions to facilitate computation. After discussing the relevant issues in selecting an approximation, three-point approximations to continuous probability good approximations in many situations encountered in practice. A class of approximations based on a modification to previous work on tolerance analysis is shown to be optimal under assumptions of independent uncertainties with normally distributed outcomes. Although not optimal, this class has the advantage of being extremely simple to use in practice. |
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