A New Distribution Function for Risk Analysis

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.     

Benzotriazole is thermally more stable than 1,2,3-triazole

TGA, DTA and DSC analyses indicate that benzotriazole is significantly more stable thermally than 1,2,3-triazole.     

An approach to triquinane synthesis using the Pauson-Khand reaction

Tricyclic skeletons have been generated from acyclic enyne precursors by using an intramolecular Pauson-Khand reaction in combination with aldol, Michael and alkylation reactions.     

On decomposition of continuity

Summary The main purpose of this paper is to introduce the concepts of η-sets, ηζ-sets,η-continuity and ηζ-continuity and to obtain a decomposition of continuity.     

Multicriteria decision making under uncertainty

Formalization for problems of multicriteria decision making under uncertainty is constructed in terms of guaranteed and weak estimates. A relevant definition of the vector maximinimax value is given. Parameterization and approximation of maximum, minimax, and maximinimax values based on the inverse logical convolution are suggested. An application for multicommodity networks is considered. Received: December 13, 2000 / Accepted: August 21, 2001?Published online May 8, 2002     

Invariant Cocycles Have Abelian Ranges

 Let R be a discrete nonsingular equivalence relation on a standard probability space , and let V be an ergodic strongly asymptotically central automorphism of R. We prove that every V-invariant cocycle with values in a Polish group G takes values in an abelian subgroup of G. The hypotheses of this result are satisfied, for example, if A is a finite set, a closed, shift-invariant subset, V is the shift, μ a shift-invariant and ergodic probability measure on X, the two-sided tail-equivalence relation on X, a shift-invariant subrelation which is μ-nonsingular, and a shift-invariant cocycle.