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 recycling
    Ventura, V
    STATISTICS AND COMPUTING, 2002, 12 (03) : 261 - 273
  • [2] Non-parametric bootstrap recycling
    Valérie Ventura
    Statistics and Computing, 2002, 12 : 261 - 273
  • [3] Bootstrap non-parametric significance test
    Gu, Jingping
    Li, Dingding
    Liu, Dandan
    JOURNAL OF NONPARAMETRIC STATISTICS, 2007, 19 (6-8) : 215 - 230
  • [4] Non-parametric bootstrap tests for parametric distribution families
    Gábor Szűcs
    Acta Scientiarum Mathematicarum, 2011, 77 (3-4): : 703 - 723
  • [5] Creating non-parametric bootstrap samples using Poisson frequencies
    Hanley, James A.
    MacGibbon, Brenda
    COMPUTER METHODS AND PROGRAMS IN BIOMEDICINE, 2006, 83 (01) : 57 - 62
  • [6] Non-parametric bootstrap tests for parametric distribution families
    Szucs, Gabor
    ACTA SCIENTIARUM MATHEMATICARUM, 2011, 77 (3-4): : 703 - 723
  • [7] Non-parametric Bootstrap Method in Risk Management
    Valaskova, Katarina
    Spuchl'akova, Erika
    Adamko, Peter
    INTERNATIONAL CONFERENCE ON APPLIED ECONOMICS (ICOAE) 2015, 2015, 24 : 701 - 709
  • [8] On the Validity of the Bootstrap in Non-Parametric Functional Regression
    Ferraty, Frederic
    Van Keilegom, Ingrid
    Vieu, Philippe
    SCANDINAVIAN JOURNAL OF STATISTICS, 2010, 37 (02) : 286 - 306
  • [9] A novel approach based on non-parametric resampling with interval analysis for large engineering project risks
    Mousavi, S. M.
    Tavakkoli-Moghaddam, R.
    Hashemi, H.
    Mojtahedi, S. M. H.
    SAFETY SCIENCE, 2011, 49 (10) : 1340 - 1348
  • [10] The non-parametric bootstrap and spectral analysis in moderate and high-dimension
    El Karoui, Noureddine
    Purdom, Elizabeth
    22ND INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 89, 2019, 89
12345