Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9664048 | European Journal of Operational Research | 2005 | 16 Pages |
Abstract
A model for building statistical dependence between marginal distribution with bounded support is discussed. The model is geared towards elicitation of dependence parameters through expert judgment. The resulting joint distribution may be useful in uncertainty analyses where dependence between random variables with a bounded support is present due to common risk factors, such as, e.g., in the classical Project Evaluation and Review Technique.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
J.René van Dorp,