Efficient Computation of Probabilities of Events Described by Order Statistics and Application to a Problem of Queues

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/5159

Full metadata record

DC Field	Value	Language
dc.creator	Jones, Lee K.	-
dc.creator	Larson, Richard C., 1943-	-
dc.date	2004-05-28T19:25:46Z	-
dc.date	2004-05-28T19:25:46Z	-
dc.date	1991-05	-
dc.date.accessioned	2013-10-09T02:38:02Z	-
dc.date.available	2013-10-09T02:38:02Z	-
dc.date.issued	2013-10-09	-
dc.identifier	http://hdl.handle.net/1721.1/5159	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/1721	-
dc.description	Consider a set of N i.i.d. random variables in [0, 1]. When the experimental values of the random variables are arranged in ascending order from smallest to largest, one has the order statistics of the set of random variables. In this note an O(N3) algorithm is developed for computing the probability that the order statistics vector lies in a given rectangle. The new algorithm is then applied to a problem of statistical inference in queues. Illustrative computational results are included.	-
dc.format	487497 bytes	-
dc.format	application/pdf	-
dc.language	en_US	-
dc.publisher	Massachusetts Institute of Technology, Operations Research Center	-
dc.relation	Operations Research Center Working Paper;OR 249-91	-
dc.subject	Order statistics, queues, statistical inference, queue inference engine.	-
dc.title	Efficient Computation of Probabilities of Events Described by Order Statistics and Application to a Problem of Queues	-
dc.type	Working Paper	-
Appears in Collections:	MIT Items

Files in This Item:

There are no files associated with this item.

DSpace JSPUI