EMSE Engineering Management and Systems Engineering

Dr. Johan René van Dorp
Professor

Faculty ProfileExpertiseContracts & GrantsJournal & OtherSupervised ResearchTeaching Interests

Interests:

Probabilistic Risk Assessment

Reliability Analysis

Monte Carlo Analysis

Distribution Theory

Financial Engineering

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Distribution Theory:

  1. Johan René van Dorp, Salvador Cruz Rambaud, José García Pérez, and Rafael Herrerías Pleguezuelo (2007). "An Elicitation Procedure for the Generalized Trapezoidal Distribution with a Uniform Central Stage", Decision Analysis Journal, To Appear in September Issue. New!
  2. A. Singh, J. Rene van Dorp and T.A.Mazzuchi (2007). "A Novel Assymetric Distribution with Power Tails", Communications in Statistics, Theory and Methods, Vol. 36 (2), pp. 235-252. New!
  3. J.R. van Dorp and S. Kotz (2006). "Modeling Income Distributions Using Elevated Distributions", in Distribution Models Theory, Editors: Rafael Herrerias Pleguezuelo, Jose Callejon Cespedes, Jose Manuel Herrerias Velasco. World Scientific Press, Singapore. pp. 1-25.
  4. J.R. van Dorp, A. Singh and T.A. Mazzuchi (2006). "The Doubly-Pareto Uniform Distribution with Applications in Uncertainty Analysis and Econometrics", Mediterranean Journal of Mathematics, Vol. 3 (2), pp. 205-225.
  5. S. Kotz and J. R. van Dorp (2006). “A Novel Method for Fitting Unimodal Continuous Distributions on a Bounded Domain”. IIE Transactions, Vol. 38, pp. 421-436. TSP_Eliciter.exe
  6. S. Kotz and J.R. van Dorp (2005). "A link between Two-Sided Power and Asymmetric Laplace Distributions: with Applications to Mean and Variance Approximations". Statistics and Probability Letters, Vol. 71, pp. 382-394.
  7. Samuel Kotz and J. R. van Dorp (2004). "Beyond Beta, Other Continuous Families of Distributions with Bounded Support and Applications", World Scientific Press, Singapore.
  8. S. Kotz and J.R. van Dorp (2004). " Uneven Two-Sided Power Distributions: With Applications in Econometric Models". Statistical Methods and Applications, Vol. 13: pp. 285-313.
  9. J.R. van Dorp (2004). "Statistical Dependence through Common Risk Factors: With Applications in Uncertainty Analysis". European Journal of Operations Research, Vol. 161 (1): pp. 240-255.
  10. J. R. van Dorp and S. Kotz (2003). "Generalizations of Two Sided Power Distributions and their Convolution". Communications in Statistics: Theory and Methods, Vol. 32, No. 9, pp. 1703 – 1723.
  11. J.R. van Dorp and T.A. Mazzuchi (2003), “Parameter Specification of The Beta Distribution and Its Dirichlet Extensions Utilizing Quantiles”. To Appear in Handbook of Beta Distribution and Applications, A.K. Gupta and S. Nadarajah, ed., Marcel Dekker. Inc.
  12. J.R van Dorp and S. Kotz (2003). “Generalized Trapezoidal Distributions”. Metrika, Vol. 58, Issue 1, pp. 85-97.
  13. J.R. van Dorp (2003), “A Distribution for Modeling Dependence Caused by Common Risk Factors”, ESREL Conference Proceedings, pp. 551 - 558, Swets and Zeitlinger Publishers, Lisse, The Netherlands, 2003.
  14. S. Kotz and J.R van Dorp (2002). “A Versatile Bivariate Distribution on a Bounded Domain: Another Look at the Product Moment Correlation”, Journal of Applied Statistics, Vol. 29, No.8, pp. 1165-1179.
  15. J.R van Dorp and S. Kotz (2002). “A Novel Extension of the Triangular Distribution and its Parameter Estimation”, The Statistician, 51, No. 1, 63-79.
  16. J.R van Dorp and S. Kotz (2002). “The Standard Two Sided Power Distribution and its Properties: with Applications in Financial Engineering”, The American Statistician, 56, No. 2, 90-99.
  17. J.R van Dorp and T.A.Mazzuchi (2000). “Solving for the parameters of a Beta Distribution under two quantile constraints”, Journal of Statistical Computation and Simulation, Vol. 67, pp. 189-201, 2000.
  18. J.R van Dorp and M.R. Duffey (1999). “Modeling Statistical Dependence in Risk Analysis for Project Networks”, International Journal of Production Economics, Vol. 58., 17-29.
  19. J.R. van Dorp (1991). “Dependence Modeling for Uncertainty Analysis”, Internal report Delft University of Technology (Thesis Registered Technological Designer two year post-graduate program), Delft, The Netherlands.
  20. J.R. van Dorp (1989. ”Expert Opinion and Maintenance Data to Determine Lifetime Distributions”, Internal report Delft University of Technology (Masters Graduation Thesis), Delft, The Netherlands.


School of Engineering and Applied Science
The George Washington University
1776 G Street NW, Suite 110
Washington, DC 20052
Email:  dorpjr@gwu.edu
Phone: (202) 994-6638