A Non-simulation Based Method for Inducing Pearson

Report Number: NPS-AM-08-041

Series: Acquisition Management

Category: Managing Risk

Report Series: Proceedings Paper

Authors: Eric R. Druker, Richard L. Coleman, Peter J. Braxton

Title: A Non-simulation Based Method for Inducing Pearson

Published: 2008-04-01

Sponsored By: Acquisition Research Program

Status: Published--Unlimited Distribution

Research Type: Other Research Faculty

Full Text URL: http://acquisitionresearch.net/files/FY2008/NPS-AM-08-041.pdf

Keywords: Risk-analysis Models, Pearson


Several previously published papers have cited the need to include correlation in risk-analysis models. In particular, a landmark paper published by Philip Lurie and Matthew Goldberg presented a methodology for inducing Pearson