Recursive splitting of an interval when the proportions are identical and independent random variables (Q749006): Difference between revisions

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Recursive splitting of an interval when the proportions are identical and independent random variables
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    Recursive splitting of an interval when the proportions are identical and independent random variables (English)
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    1988
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    The authors study the distribution of the largest interval that is discarded in the process of randomly and recursively splitting the interval [0,1]. According to the scheme in the paper, at each stage of the process only the left-hand side interval is kept, while the right- hand side interval is discarded. For the case of the uniform distribution, a numerically approximated cumulative distribution function and the probability density function of the maximum discard are derived. Also, several moment relations for the distribution of the maximum discard are given.
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    largest interval that is discarded
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    numerically approximated cumulative distribution
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    moment relations
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    distribution of the maximum discard
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