| 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 |
|