[[abstract]]We present an algorithm for computing exact expressions for the distribution of the maximum or minimum of an arbitrary finite collection of linear combinations of spacings or exponential random variables with rational coefficients. These expressions can then be manipulated or evaluated using symbolic math packages such as Maple. As examples, we apply this algorithm to obtain the distributions of the maximum and minimum of a moving average process, and the distribution of the Kolmogorov-Smirnov statistic.[[notice]]補正完畢[[journaltype]]國內[[incitationindex]]SCI[[booktype]]紙本[[countrycodes]]TW
The set of distribution functions that maximize expected utility for some utility function in a give...
Starting from seminal neglected work by Rappeport (Rappeport 1968 Algorithms and computational proce...
This thesis deals with the problem of estimating statistical distributions from data. In the first p...
Abstract: We present an algorithm for computing exact expressions for the distribution of the maximu...
We present an algorithm for computing exact expressions for the distribution of the maximum or minim...
We develop a methodology for evaluating the distribution of the minimum or the maximum of linear com...
We develop a methodology for evaluating the distribution of the minimum or the maximum of linear com...
[[abstract]]Consider the spacings between i.i.d. uniform observations in the interval (0,1). We deve...
[[abstract]]Based on the recursions in Huffer and Huffer and Lin, we present a two-stage algorithm a...
The exact distribution of the maximum and minimum frequencies of Multinomial/Dirichlet and Multivari...
[[abstract]]We develop a methodology for evaluating probabilities which involve linear combinations ...
[[abstract]]We apply the result of conditional independence of blocked ordered data established by I...
Starting from seminal neglected work by Rappeport (1968), we revisit and expand on the exact algorit...
We apply the result of conditional independence of blocked ordered data established by Iliopoulos an...
AbstractIn many real-life situations, we know the probability distribution of two random variables x...
The set of distribution functions that maximize expected utility for some utility function in a give...
Starting from seminal neglected work by Rappeport (Rappeport 1968 Algorithms and computational proce...
This thesis deals with the problem of estimating statistical distributions from data. In the first p...
Abstract: We present an algorithm for computing exact expressions for the distribution of the maximu...
We present an algorithm for computing exact expressions for the distribution of the maximum or minim...
We develop a methodology for evaluating the distribution of the minimum or the maximum of linear com...
We develop a methodology for evaluating the distribution of the minimum or the maximum of linear com...
[[abstract]]Consider the spacings between i.i.d. uniform observations in the interval (0,1). We deve...
[[abstract]]Based on the recursions in Huffer and Huffer and Lin, we present a two-stage algorithm a...
The exact distribution of the maximum and minimum frequencies of Multinomial/Dirichlet and Multivari...
[[abstract]]We develop a methodology for evaluating probabilities which involve linear combinations ...
[[abstract]]We apply the result of conditional independence of blocked ordered data established by I...
Starting from seminal neglected work by Rappeport (1968), we revisit and expand on the exact algorit...
We apply the result of conditional independence of blocked ordered data established by Iliopoulos an...
AbstractIn many real-life situations, we know the probability distribution of two random variables x...
The set of distribution functions that maximize expected utility for some utility function in a give...
Starting from seminal neglected work by Rappeport (Rappeport 1968 Algorithms and computational proce...
This thesis deals with the problem of estimating statistical distributions from data. In the first p...