An Analysis of Project Risks Using the Non-parametric Bootstrap Technique

被引：8
|
作者：
Alborzi, S. [1 ]
Aminian, A. [2 ]
Mojtahedi, S. M. H. [3 ]
Mousavi, S. M. [3 ]
机构：
[1] Islamic Azad Univ Qazvin, Dept Mech & Ind Engn, Qazvin, Iran
[2] Islamic Azad Univ, Dept Ind Engn, Gachsaran Branch, Damavand, Iran
[3] Islamic Azad Univ, Grad Sch, Dept Ind Engn, S Tehran Branch Member Young Res Club, Tehran, Iran
来源：
IEEM: 2008 INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT, VOLS 1-3 | 2008年
关键词：
Bootstrap; non-parametric standard deviation; project risk analysis; risk factor;
D O I：
10.1109/IEEM.2008.4738079
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Standard statistical techniques do not always provide answers to project risks questions because often there are no parametric distributions on which significance can be estimated. Resampling methods provide a battery of tests that can be used in such circumstances. In the past few years these methods have been explored theoretically and are now employed frequently. The aim of the paper is to highlight the motivations for using a model base on bootstrap in typical project risk analysis. Bootstrap method for decreasing the standard deviation of project risks is described. We give a numerical example for better understanding.
引用
收藏
页码：1295 / +
页数：2
相关论文
共 50 条
  • [1] Non-parametric bootstrap tests for parametric distribution families
    Gábor Szűcs
    Acta Scientiarum Mathematicarum, 2011, 77 (3-4): : 703 - 723
  • [2] Non-parametric bootstrap tests for parametric distribution families
    Szucs, Gabor
    ACTA SCIENTIARUM MATHEMATICARUM, 2011, 77 (3-4): : 703 - 723
  • [3] Creating non-parametric bootstrap samples using Poisson frequencies
    Hanley, James A.
    MacGibbon, Brenda
    COMPUTER METHODS AND PROGRAMS IN BIOMEDICINE, 2006, 83 (01) : 57 - 62
  • [4] Non-parametric bootstrap confidence intervals for the intraclass correlation coefficient
    Ukoumunne, OC
    Davison, AC
    Gulliford, MC
    Chinn, S
    STATISTICS IN MEDICINE, 2003, 22 (24) : 3805 - 3821
  • [5] Conditional Non-parametric Bootstrap for Non-linear Mixed Effect Models
    Emmanuelle Comets
    Christelle Rodrigues
    Vincent Jullien
    Moreno Ursino
    Pharmaceutical Research, 2021, 38 : 1057 - 1066
  • [6] Conditional Non-parametric Bootstrap for Non-linear Mixed Effect Models
    Comets, Emmanuelle
    Rodrigues, Christelle
    Jullien, Vincent
    Ursino, Moreno
    PHARMACEUTICAL RESEARCH, 2021, 38 (06) : 1057 - 1066
  • [7] NON-PARAMETRIC METHODS FOR COST-EFFECTIVENESS ANALYSIS: THE CENTRAL LIMIT THEOREM AND THE BOOTSTRAP COMPARED
    Nixon, Richard M.
    Wonderling, David
    Grieve, Richard D.
    HEALTH ECONOMICS, 2010, 19 (03) : 316 - 333
  • [8] A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators
    Kneip, Alois
    Simar, Leopold
    Wilson, Paul W.
    COMPUTATIONAL ECONOMICS, 2011, 38 (04) : 483 - 515
  • [9] A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators
    Alois Kneip
    Léopold Simar
    Paul W. Wilson
    Computational Economics, 2011, 38 : 483 - 515
  • [10] Seaport performance analysis using robust non-parametric efficiency estimators
    Simoes, P.
    Marques, R. C.
    TRANSPORTATION PLANNING AND TECHNOLOGY, 2010, 33 (05) : 435 - 451
12345