Estimation of means and covariances of inverse-Gaussian order statistics.

DOI10.1016/S0377-2217(02)00821-4zbMath1043.62012MaRDI QIDQ1428055

Liuying Cheng, Huifen Chen, Kuo-Hwa Chang

Publication date: 14 March 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

Variance reductionBLUESimulationOrder statisticsControl variates

Mathematics Subject Classification ID

Related Items (1)

Service level robustness in stochastic production planning under random machine breakdowns

Cites Work

• Modified goodness-of-fit tests for the inverse Gaussian distribution
• Statistical Properties of Inverse Gaussian Distributions. I
• Computing expected values of normal order statistics
• Computing variances and covariances of normal order statistics
• Generating Random Variates Using Transformations with Multiple Roots
• A Purchase Incidence Model with Inverse Gaussian Interpurchase Times
• The Inverse Gaussian Distribution as a Lifetime Model
• Skew probability curves with negative powers of time and related to random walks in series
• Inverse Statistical Variates
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Estimation of means and covariances of inverse-Gaussian order statistics.