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

页码：1295 / +

页数：2

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