Calculating the distribution of alinear combination of uniform order statistics

Calculating the distribution of alinear combination of uniform order statistics

The calculation of the distribution of a linear combination of order statistics from random variables that are uniformly distributed is considered. A simple recursion to compute this distribution is presented that, unlike previous methods, is numerically stable and efficient. As such, this should be...

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Veröffentlicht in:INFORMS journal on computing 2002-04, Vol.14 (2), p.124
Hauptverfasser: Morganna Carmem Diniz, Edmundo de Souza e Silva, Gail, H Richard
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Hypothesis testing
Markov analysis
Probability
Random variables
Reliability
Stochastic models
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Zusammenfassung:The calculation of the distribution of a linear combination of order statistics from random variables that are uniformly distributed is considered. A simple recursion to compute this distribution is presented that, unlike previous methods, is numerically stable and efficient. As such, this should be the algorithm of choice when the linear combination distribution needs to be obtained. [PUBLICATION ABSTRACT]
ISSN:1091-9856
1091-9856