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Journal of the Operational Research Society Volume 49, 1998 - Issue 3
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Theoretical Paper

The robustness of mean and variance approximations in risk analysis

D JohnsonLoughborough University
Pages 253-262 | Received 01 Feb 1997, Accepted 01 Oct 1997, Published online: 20 Dec 2017

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Yann Braouezec & John Cagnol. (2023) A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications. Journal of the Operational Research Society 74:6, pages 1424-1442.
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RobertK. Hammond & J. Eric Bickel. (2013) Approximating Continuous Probability Distributions Using the 10th, 50th, and 90th Percentiles. The Engineering Economist 58:3, pages 189-208.
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N-H Shih. (2005) Estimating completion-time distribution in stochastic activity networks. Journal of the Operational Research Society 56:6, pages 744-749.
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Articles from other publishers (13)

Tsan-Ming Choi. (2022) Achieving economic sustainability: operations research for risk analysis and optimization problems in the blockchain era. Annals of Operations Research.
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Saurabh Bansal, Genaro J. GutierrezMahesh Nagarajan. (2021) Theory-Driven Practical Approach to Integrate R&D and Production Planning for Portfolio Management in Agribusiness. INFORMS Journal on Applied Analytics 51:5, pages 332-346.
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Saurabh Bansal & Genaro J. Gutierrez. (2020) Estimating Uncertainties Using Judgmental Forecasts with Expert Heterogeneity. Operations Research.
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Saurabh Bansal, Genaro J. Gutierrez & John R. Keiser. (2017) Using Experts’ Noisy Quantile Judgments to Quantify Risks: Theory and Application to Agribusiness. Operations Research 65:5, pages 1115-1130.
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Miklós Hajdu & Orsolya Bokor. (2016) Sensitivity analysis in PERT networks: Does activity duration distribution matter?. Automation in Construction 65, pages 1-8.
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José García Pérez, María del Mar López Martín, Catalina García García & Miguel Ángel Sánchez Granero. (2016) Project management under uncertainty beyond beta: The generalized bicubic distribution. Operations Research Perspectives 3, pages 67-76.
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Seong Dae Kim, Robert K. Hammond & J. Eric Bickel. (2014) Improved Mean and Variance Estimating Formulas for PERT Analyses. IEEE Transactions on Engineering Management 61:2, pages 362-369.
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Robert K. Hammond & J. Eric Bickel. (2013) Reexamining Discrete Approximations to Continuous Distributions. Decision Analysis 10:1, pages 6-25.
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M.M. López Martín, C.B. García García, J. García Pérez & M.A. Sánchez Granero. (2012) An alternative for robust estimation in Project Management. European Journal of Operational Research 220:2, pages 443-451.
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James J. Cochran, Louis A. CoxJr.Jr., Pinar Keskinocak, Jeffrey P. Kharoufeh & J. Cole SmithRobert K. Hammond & J. Eric Bickel. 2011. Wiley Encyclopedia of Operations Research and Management Science. Wiley Encyclopedia of Operations Research and Management Science 1 13 .
Catalina Beatriz García García, José García Pérez & Salvador Cruz Rambaud. (2010) Proposal of a new distribution in PERT methodology. Annals of Operations Research 181:1, pages 515-538.
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Zohar Laslo. (2003) Activity time–cost tradeoffs under time and cost chance constraints. Computers & Industrial Engineering 44:3, pages 365-384.
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Saurabh Bansal & Genaro Gutierrez. (2012) Using Imperfectly Elicited Fractiles for the Estimation of Probability Distribution Parameters. SSRN Electronic Journal.
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