Ullrika Sahlin
Universitetslektor
Quantile-Parameterized Distributions for Expert Knowledge Elicitation
Författare
Summary, in English
This paper provides a comprehensive overview of quantile-parameterized distributions (QPDs) as a tool for capturing expert predictions and parametric judgments. We survey a range of methods for constructing distributions that are parameterized by a set of quantile-probability pairs and describe an approach to generalizing them to enhance their tail flexibility. Furthermore, we explore the extension of QPDs to the multivariate setting, surveying the approaches to construct bivariate distributions, which can be adopted to obtain distributions with quantile-parameterized margins. Through this review and synthesis of the previously proposed methods, we aim to enhance the understanding and utilization of QPDs in various domains.
Avdelning/ar
- Matematikcentrum
- Matematisk statistik
- LTH profilområde: Energiomställningen
- ELLIIT: the Linköping-Lund initiative on IT and mobile communication
- eSSENCE: The e-Science Collaboration
- MERGE: ModElling the Regional and Global Earth system
- Centre for Environmental and Climate Science (CEC)
- BECC: Biodiversity and Ecosystem services in a Changing Climate
Publiceringsår
2025
Språk
Engelska
Sidor
169-188
Publikation/Tidskrift/Serie
Decision Analysis
Volym
22
Avvikelse
3
Dokumenttyp
Artikel i vetenskaplig tidskrift
Förlag
INFORMS Institute for Operations Research and the Management Sciences
Ämne
- Probability Theory and Statistics
Aktiv
Published
ISBN/ISSN/Övrigt
- ISSN: 1545-8490