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.
| Identifer | oai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/5159 |
| Date | 05 1900 |
| Creators | Jones, Lee K., Larson, Richard C., 1943- |
| Publisher | Massachusetts Institute of Technology, Operations Research Center |
| Source Sets | M.I.T. Theses and Dissertation |
| Language | en_US |
| Detected Language | English |
| Type | Working Paper |
| Format | 487497 bytes, application/pdf |
| Relation | Operations Research Center Working Paper;OR 249-91 |
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