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Improved Moment-Estimation Formulas Using More Than Three Subjective Fractiles

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Publication:2783927
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DOI10.1287/mnsc.44.3.346zbMath0989.90088OpenAlexW2126900746MaRDI QIDQ2783927

Hon-Shiang Lau, Amy Hing-Ling Lau, Chrwan-jyh Ho

Publication date: 17 April 2002

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.44.3.346


zbMATH Keywords

moment estimationmean estimationstandard deviation estimationsubjective fractiles


Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic models in economics (91B70)


Related Items (6)

The generalized two-sided power distribution ⋮ An alternative for robust estimation in project management ⋮ Reexamining Discrete Approximations to Continuous Distributions ⋮ An \(L\)-moment-based analog for the Schmeiser-Deutsch class of distributions ⋮ A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations ⋮ The model identification of beta distribution based on quantiles




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