Pearson‐Tukey Three‐Point Approximations Versus Monte Carlo Simulation
用标准差衡量皮尔逊-图基三点近似的精度,并与蒙特卡洛模拟在多种分布和风险分析模型上比较,发现前者是实用的替代方法。
Accuracy of the Pearson‐Tukey three‐point approximation is measured in units of standard deviation and compared with that of Monte Carlo simulation. Using a variety of well‐known distributions, comparisons are made for the mean of a random variable and for common functions of one and two random variables. Comparisons are also made for the mean of an assortment of risk‐analysis (Monte Carlo) models drawn from the literature. The results suggest that the Pearson‐Tukey approximation is a useful alternative to simulation in risk‐analysis situations.