An Analysis of a PERT Random Variable to the Power of Itself, allowing for Correlation

Beschreibung

This paper is devoted to analyzing a PERT random variable X to the power of itself (X^X), taking correlation into account.
This paper is devoted to analyzing a PERT random variable X to the power of itself (X^X), taking correlation into account. The investigations regarding this exponentiation are conducted by means of simulations using R. An extensive spectrum of correlation is implemented by utilizing the Iman-Conover Method.   The respective distribution plots and the following statistics are presented for all prescribed correlations: * Means * Variances * Medians * Skewnesses * Kurtoses * 1%-Quantiles * 99%-Quantiles

Autor*in

Johann Markus Schauerhuber
During his studies and academic resp. professional activities Prof. Dr. Dr. Johann Markus Schauerhuber has been intensively involved in statistical programming, stochastic, risk theory, simulation and mathematical modeling. Most of his professional experience has been gained in the university domain as an academic director, postdoc lecturer / researcher and in government authorities. Email: jm_schauerhuber@gmx.at

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R Correlation PERT Distribution Exponentiation

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