On computing the dispersion function
From MaRDI portal
Publication:1094128
DOI10.1007/BF00939689zbMath0629.65150OpenAlexW2153862782MaRDI QIDQ1094128
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
concentration functiondispersion functiondistribution functionsbisection methodroot findinginterval minimization
Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Computation of special functions and constants, construction of tables (65D20) Probabilistic methods, stochastic differential equations (65C99)
Related Items (1)
Cites Work
- Unnamed Item
- Probability inequalities for convex sets and multidimensional concentration functions
- An algorithm for finding the absolute extremum of a function
- A Sharper Form of the Doeblin-Lévy-Kolmogorov-Rogozin Inequality for Concentration Functions.
- A Sequential Method Seeking the Global Maximum of a Function
This page was built for publication: On computing the dispersion function