On computing the dispersion function

DOI10.1007/BF00939689MaRDI QIDQ1094128zbMATH OpenOpenAlexFDO

Authors Graham R. Wood

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00939689

zbMATH Keywords

bisection methodconcentration functiondispersion functiondistribution functionsinterval minimizationroot finding

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Probabilistic methods, stochastic differential equations (65C99) Computation of special functions and constants, construction of tables (65D20)

Review text

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 \(i=1,...,n\).

Recommendations

• The Bisection Method: Which Root?
• On computing the exact value of dispersion of a sequence
• Rank order probabilities for the dispersion problem
• Nonparametric Selection of the Smallest-Dispersion Population
• The bisection method in higher dimensions

Cites work

• A Sequential Method Seeking the Global Maximum of a Function
• A Sharper Form of the Doeblin-Lévy-Kolmogorov-Rogozin Inequality for Concentration Functions.
• An algorithm for finding the absolute extremum of a function
• scientific article; zbMATH DE number 3171472 (Why is no real title available?)
• Probability inequalities for convex sets and multidimensional concentration functions

Cited in

(2)

• The bisection method in higher dimensions
• Minimizing the dispersion of centered discrete random variables

This page was built for publication: On computing the dispersion function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1094128)