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A comparison of procedures for estimating the parent probability distribution from a given set of fractiles

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  • Lau, Hon-Shiang
  • Lau, Amy Hing-Ling
  • Kottas, John F.

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  • Lau, Hon-Shiang & Lau, Amy Hing-Ling & Kottas, John F., 2000. "A comparison of procedures for estimating the parent probability distribution from a given set of fractiles," European Journal of Operational Research, Elsevier, vol. 120(3), pages 657-670, February.
    • Handle: RePEc:eee:ejores:v:120:y:2000:i:3:p:657-670
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    References listed on IDEAS

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    1. Lau, Amy Hing-Ling & Lau, Hon-Shiang & Wingender, John R, 1990. "The Distribution of Stock Returns: New Evidence against the Stable Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 217-223, April.
    2. Frederick S. Hillier, 1963. "The Derivation of Probabilistic Information for the Evaluation of Risky Investments," Management Science, INFORMS, vol. 9(3), pages 443-457, April.
    3. Fred D. Arditti, 1967. "Risk And The Required Return On Equity," Journal of Finance, American Finance Association, vol. 22(1), pages 19-36, March.
    4. Donald L. Keefer & William A. Verdini, 1993. "Better Estimation of PERT Activity Time Parameters," Management Science, INFORMS, vol. 39(9), pages 1086-1091, September.
    5. van Lenthe, Jelle, 1994. "Scoring-Rule Feedforward and the Elicitation of Subjective Probability Distributions," Organizational Behavior and Human Decision Processes, Elsevier, vol. 59(2), pages 188-209, August.
    6. Eugene F. Fama, 1965. "Portfolio Analysis in a Stable Paretian Market," Management Science, INFORMS, vol. 11(3), pages 404-419, January.
    7. C. Perry & I. D. Greig, 1975. "Estimating the Mean and Variance of Subjective Distributions in PERT and Decision Analysis," Management Science, INFORMS, vol. 21(12), pages 1477-1480, August.
    8. Solomon, I, 1982. "Probability Assessment By Individual Auditors And Audit Teams - An Empirical-Investigation," Journal of Accounting Research, Wiley Blackwell, vol. 20(2), pages 689-710.
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