On computing the dispersion function (Q1094128): Difference between revisions

A two-dimensional analogue of the well-known bisection method for root finding is presented in order to solve the following problem, related to the dispersion function of a set of random variables: given distribution functions \(F_ 1,...,F_ n\) and a probability p, find an interval [a,b] of minimum width such that \(F_ i(b)-F_ i(a^ -)\geq p\), for \(i=1,...,n\).