Algorithms to Computer Order Statistic Distributions
Copyright policy )Algorithms to Computer Order Statistic Distributions
Fast recursive algorithms for computing single and multivariate distributions of order statistics are presented, for sequences of either independent or first order Markov random variables (not necessarily identically distributed). Formulas for computing first and second moments of linear estimators based on discrete order statistics directly from their distributions are given.
- University of Delaware United States
Numerical solutions to stochastic differential and integral equations, Exact distribution theory in statistics, Probabilistic methods, stochastic differential equations, first order Markov random variables, Multivariate distribution of statistics, Fast recursive algorithms, Order statistics; empirical distribution functions, moments of L-estimates, discrete order statistics, distributions of order statistics, moments of linear estimators
Numerical solutions to stochastic differential and integral equations, Exact distribution theory in statistics, Probabilistic methods, stochastic differential equations, first order Markov random variables, Multivariate distribution of statistics, Fast recursive algorithms, Order statistics; empirical distribution functions, moments of L-estimates, discrete order statistics, distributions of order statistics, moments of linear estimators
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).19 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!