On computing the dispersion function (Q1094128): Difference between revisions
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Revision as of 12:09, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On computing the dispersion function |
scientific article |
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On computing the dispersion function (English)
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1988
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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 \(i=1,...,n\).
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bisection method
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root finding
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dispersion function
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distribution functions
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concentration function
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interval minimization
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