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Successive sampling and software reliability
Kaufman, Gordon M. - Sloan School of Management, Massachusetts Institute of … - 1992
Includes bibliographical references (p. [12]-[13]).
Persistent link: https://www.econbiz.de/10005458559
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Private Risk
Kaufman, Gordon M.; Mattar, Mahdi - Sloan School of Management, Massachusetts Institute of … - 2003
We extend the traditional decision analytic approach to calculation of the buying (selling) price of a lottery by allowing a risk averse (risk prone) decision maker to rebalance his financial portfolio in the course of determination of these prices. Building on the classical portfolio allocation...
Persistent link: https://www.econbiz.de/10005458624
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Software reliability modeling and exponential order statistics
Andreatta, Giovanni.; Kaufman, Gordon M. - Sloan School of Management, Massachusetts Institute of … - 1990
Includes bibliographical references (p. 44-45).
Persistent link: https://www.econbiz.de/10005574752
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Are wildcat well outcomes dependent or independent?
Kaufman, Gordon M.; Lee, Patrick J. - Sloan School of Management, Massachusetts Institute of … - 1992
Includes bibliographical references (p. 43).
Persistent link: https://www.econbiz.de/10005587506
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Reasoning with incomplete probabilistic knowledge using de Finetti's fundamental theorem of probability : background and computational issues
Myers, Tracy S.; Freund, Robert Michael.; Kaufman, Gordon M. - Sloan School of Management, Massachusetts Institute of … - 1997
Persistent link: https://www.econbiz.de/10005587529
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What has seismic missed?
Kaufman, Gordon M. - Sloan School of Management, Massachusetts Institute of … - 1994
Includes bibliographical references (p. 25).
Persistent link: https://www.econbiz.de/10005750560
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Private Risk
Kaufman, Gordon M.; Mattar, Mahdi - 2003
We extend the traditional decision analytic approach to calculation of the buying (selling) price of a lottery by allowing a risk averse (risk prone) decision maker to rebalance his financial portfolio in the course of determination of these prices. Building on the classical portfolio allocation...
Persistent link: https://www.econbiz.de/10014080703
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Maximum Likelihood Estimation for Itô Stochastic SIR Models
Faith, Ray E.; Kaufman, Gordon M. - 2023
Easy to compute exact maximum likelihood estimators (MLEs) for parameters of a stochastic bivariate Itô Susceptible-Infected-Recovered (SIR) model and for parameters of an extension that treats undercounting are presented here
Persistent link: https://www.econbiz.de/10014360911