Calculating the distribution of a linear combination of uniform order statistics

DOI10.1287/IJOC.14.2.124.121MaRDI QIDQ2884529zbMATH OpenOpenAlexFDO

Authors Morganna Carmem Diniz, Edmundo De Souza E. Silva, H. Richard Gail

Publication date 30 May 2012

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/e0ab71d683a1215f8d50e6084c59088bb9f68b19

zbMATH Keywords

Markov processesstochastic modelperformability

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

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Cited in

(7)

• On distribution of randomly ordered uniform incremental weighted averages: divided difference approach
• Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex
• A novel extension of randomly weighted averages
• Technical note: the expected length of an orderly path
• Performability assessment by model checking of Markov reward models
• The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution
• Saddlepoint approximations to the density and the distribution functions of linear combinations of ratios of partial sums

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