15
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Estimating the distribution function of a transformed random vector

Estimating the distribution function of a transformed random vector

&
Pages 109-128 | Received 01 Feb 1979, Published online: 27 Jun 2007

References

  • Baker, T. C. Jr. & Sielken, R. L. Jr. (1978). STATISTICAL PERT; Improvements in the determination of the project completion time distribution. THEMIS Project Tech. Report 58, Inst, of Statist., Texas A & M University, College Station, Texas
  • Bereanu , B . 1966 . On Stochastic Linear Programming: the Laplace Transform of the Distribution of the Optimum and Applications . J. Math. Anal. Appl , 15 : 280 – 294 .
  • Bracken , J and Soland , R. M . 1966 . Statistical Decision Analysis of Stochastic Linear Programming Problems . Naval Res. Logist. Quart , 13 : 205 – 255 .
  • Burt , J. M , Garman , M. B , Burt , J. M and Garman , M. B . 1971a . Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis . Management Sci 18 , 3 : 207 – 217 .
  • Charnes , A , Cooper , W. C and Thompson , G. L . 1964 . Critical Path Analysis via Chance Constrained and Stochastic Programming . Operations Res , 12 : 460 – 470 .
  • Dantzig , G. B . 1955 . Linear Programming Under Uncertainty . Management Sci , 1 : 197 – 206 .
  • Dempster , M. A. H . 1968 . On Stochastic Programming: I. Static Linear Programming Under Risk . J. Math. Anal. Appl , 21 : 304 – 343 .
  • Hartley , H. O and Wortham , W. A . 1966 . A Statistical Theory for PERT Critical Path Analysis . Management Sci. 12 , 10 : 469 – 481 .
  • Martin , J. J . 1964 . Distribution of the Time Through a Directed, Acyclic Network . Operations Res , 13 : 46 – 66 .
  • Peizer , D. B and Pratt , J. W . 1968 . A Normal Approximation for Binomial, F , Beta, and Other Common Related Tail Probabilities . J. Amer. Statist. Assoc , 63 : 1416 – 1456 .
  • Rao , C. R . 1973 . Linear Statistical Inference and its Applications , John Wiley & Sons .
  • Ringer , L. J . 1969 . Numerical Operators for Statistical PERT . Management Sci. 16 , 2 : 136 – 143 .
  • Thompson , G. L . 1968 . CPM and DCPM Under Risk . Naval Res. Logist. Quart , 15 : 233 – 239 .
  • Tintner , G . 1955 . “ Stochastic Linear Programming with Applications to Agricultural Economics ” . In Proceedings of the Second Symposium in Linear Programming , Vol. 1 , 197 – 228 . Washington, D. C : National Bureau of Standards .
  • Tintner , G . 1960 . A Note on Stochastic Linear Programming . Econometrica , 28 : 490 – 495 .
  • Van Slyke , R. M . 1963 . Monte Carlo Methods and the PERT Problem . Operations Res , 11 : 839 – 860 .
  • Wagner , H. M . 1958 . On the Distribution of Solutions in Linear Programming Problems . J. Amer. Statist. Assoc , 53 : 161 – 163 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.