首页   按字顺浏览 期刊浏览 卷期浏览 Stochastic Breakeven Points
Stochastic Breakeven Points

 

作者: EkernSteinar,  

 

期刊: Journal of the Operational Research Society  (Taylor Available online 1979)
卷期: Volume 30, issue 3  

页码: 271-275

 

ISSN:0160-5682

 

年代: 1979

 

DOI:10.1057/jors.1979.49

 

出版商: Taylor&Francis

 

数据来源: Taylor

 

摘要:

AbstractWhen the probability of a negative unit contribution is non-negligible, desirable and undesirable data configurations may map into the same breakeven point. In the general case, the decision relevance of a breakeven point probability distribution is rather obscure. Assuming bivariate normality, with a "small" probability of a negative denominator, then an approximation procedure based on the Geary-Hinkley transformation is a convenient and powerful means of obtaining information about the breakeven point probability distribution. Hence, for practical purposes it may be unnecessary to resort to computer simulation or to numerical integration of the complex exact density function of the breakeven point.

 

点击下载:  PDF (2277KB)



返 回