On a certain approach to ``risk-in-risk'' estimator
type: Item
instance of: scholarly article
title: On a certain approach to ``risk-in-risk'' estimator
zbMATH Open document ID: 0916.93071
author: S. K. Dulin
author: R. V. Samokhvalov
published in: Journal of Computer and Systems Sciences International
publication date: 1998-10-18T00:00:00Z
review text: The authors study the problem of optimal use of the opinions of a number of experts about some unknown distribution function. These opinions are in the form of (subjective) estimates of a number of quantiles of the distribution function. The proposed approach is Bayesian. An explicit solution is obtained under two assumptions: 1) that the unknown distribution is from the log-normal family and 2) that the estimates given by the experts are jointly independent. The authors have implemented their method in a program system which they use to illustrate their approach. They give an example concerning the evaluation of the seismic stability of a construction.
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 1175326
zbMATH Keywords: estimation of a distribution
zbMATH Keywords: unknown distribution
zbMATH Keywords: log-normal family
reviewed by: Georgi N. Boshnakov
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1175326