使用超过三个主观分位数的改进矩估计公式

Improved Moment-Estimation Formulas Using More Than Three Subjective Fractiles

Management Science · 1998
被引 26
人大 A+FT50UTD24ABS 4*

中文导读

指出PERT型公式通常只用三个分位数且假设贝塔分布,提出基于更丰富分布族和更多分位数的均值和标准差估计公式,在主观分布不限于贝塔时优于现有公式。

Abstract

PERT-type subjective estimations are used in many stochastic decision models to estimate the random variables' mean and standard deviation (s.d.). The approach is based on the beta-distribution assumption; also, most PERT-type formulas use only three estimated fractiles. We point out that: (i) it is desirable to consider a substantially richer set of distributions than the beta in developing PERT-type formulas; (ii) it may be beneficial to use more than three fractile-estimates in PERT-type formulas. We then develop formulas for estimating the mean and s.d. that are based on a substantially richer set of distributions than the beta and that use more than three estimated fractiles. These formulas perform better than the best currently-available formulas when the subjective distribution is not restricted to be beta.

PERT型公式分位数估计矩估计非贝塔分布