Algorithms to Computer Order Statistic Distributions

DOI10.1137/0908071MaRDI QIDQ3774707zbMATH OpenOpenAlexFDO

Authors Charles G. Jun. Boncelet

Publication date 1987

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0908071

zbMATH Keywords

discrete order statisticsdistributions of order statisticsFast recursive algorithmsfirst order Markov random variablesmoments of L-estimatesmoments of linear estimators

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Probabilistic methods, stochastic differential equations (65C99) Order statistics; empirical distribution functions (62G30) Numerical solutions to stochastic differential and integral equations (65C30)

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(9)

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• An optimized algorithm to determine the values of the exact cumulative distribution function of some discrete statistics
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