Estimating the distribution function of a transformed random vector

DOI10.1080/03610918108812198zbMath0454.62040OpenAlexW1587718031MaRDI QIDQ3902328

Thomas C. Jun. Baker, Robert L. Jun. Sielken

Publication date: 1981

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918108812198

zbMATH Keywords

percentilesempirical distributiontransformed random vector

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Numerical mathematical programming methods (65K05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

Cites Work

• On stochastic programming. I: Static linear programming under risk
• On stochastic linear programming. The Laplace transform to the distribution of the optimum and applications
• Linear Programming under Uncertainty
• Critical Path Analyses Via Chance Constrained and Stochastic Programming
• Distribution of the Time Through a Directed, Acyclic Network
• A Statistical Theory for PERT Critical Path Analysis
• Statistical decision analysis of stochastic linear programming problems
• Numerical Operators for Statistical PERT Critical Path Analysis
• Conditional Monte Carlo: A Simulation Technique for Stochastic Network Analysis
• Linear Statistical Inference and its Applications

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