This paper presents an alternative to the beta continuous probability distribution for risk analysis. Particular attention has been given to two major applications of distributions, namely project management risk and critical path analysis (PERT). In conjunction with the beta, the triangular and normal distributions are frequently employed in order to give sufficient robustness to risk analysis. The beta distribution, as used in PERT, has a major theoretical implementation flaw. The new distribution was developed to give a possible alternative method of assessing risk. It is shown that the requirement to estimate the most pessimistic variate may be replaced by the probability to exceed the mode. Proposals for other simplifications in risk analysis are discussed. Practical means to validate the most appropriate distributions for risk analysis are outlined, and a cost-data case study is included. 相似文献
In this note, we find the distibution of the number of real zeros of a random polynomial. We also derive a formula for the
expected number of complex zeros lying in a given domain of the complex plane. Bibliography: 7 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 69–79. 相似文献
The main result of the paper is a theorem, using which a new proof of Roth’s theorem is obtained, a new solvability criterion
for the matrix equation AX-YB = C is proved, a formula for a particular solution of the latter is derived, and the least of
the orders of square nonsingular matrices containing a given rectangular matrix as a submatrix is determined. Bibliography:
5 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 323, 2005, pp. 15–23. 相似文献
The definition of the characteristic frequencies of zeroes and changes of sign for solutions is given. It is equal to the
upper medium (with respect to the time half-axis) of their number on the half-interval of length π. We also define the main frequencies for a linear homogeneous equation of order n. These main frequencies for an equation with constant coefficients coincide with the absolute values of the imaginary parts
of the roots of the corresponding characteristic polynomial. It is proved that for the second-order equation the main frequencies
are the same for all solutions and that they are stable with respect to uniformly small and infinitely small perturbations
of the coefficients. For the third-order equation they can be different, and for any of the main frequencies an example of
nonstability is given.
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Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 25, pp. 249–294, 2005. 相似文献
Electrochemical separation of lead-silver alloys into the constituents by thin-layer electrolysis in molten electrolytes, with bismuth as metal separator, is studied. It is proposed to determine the extent of component recovery by potentiometry. 相似文献
The solar wind almost disappeared on May 11, 1999: the solar wind plasma density and dynamic pressure were less than 1cm−3 and 0.1 nPa respectively, while the interplanetary magnetic field was northward. The polar ionospheric data observed by the multi-instruments at Zhongshan Station in Antarctica on such special event day was compared with those of the control day (May 14). It was shown that geomagnetic activity was very quiet on May 11 at Zhongshan. The magnetic pulsation, which usually occurred at about magnetic noon, did not appear. The ionosphere was steady and stratified, and the F2 layer spread very little. The critical frequency of day-side F2 layer, f0F2, was larger than that of control day, and the peak of f0F2 appeared 2 hours earlier. The ionospheric drift velocity was less than usual. There were intensive auroral Es appearing at magnetic noon. All this indicates that the polar ionosphere was extremely quiet and geomagnetic field was much more dipolar on May 11. There were some signatures of auroral substorm before midnight, such as the negative deviation of the geomagnetic H component, accompanied with auroral Es and weak Pc3 pulsation.
Data Envelopment Analysis (DEA) offers a piece-wise linear approximation of the production frontier. The approximation tends to be poor if the true frontier is not concave, eg in case of economies of scale or of specialisation. To improve the flexibility of the DEA frontier and to gain in empirical fit, we propose to extend DEA towards a more general piece-wise quadratic approximation, called Quadratic Data Envelopment Analysis (QDEA). We show that QDEA gives statistically consistent estimates for all production frontiers with bounded Hessian eigenvalues. Our Monte-Carlo simulations suggest that QDEA can substantially improve efficiency estimation in finite samples relative to standard DEA models. 相似文献