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A use of algorithms for numerical modeling of order statistics
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Published/Copyright:
February 13, 2008
Abstract
In this paper a modification of the standard algorithm for the order statistics modeling, tied with the usage of confidence intervals is proposed. A study of applications of the standard algorithm for the order statistics modeling leads us to a conclusion that one of these applications (namely, the modeling of beta-distribution with integer parameters) gives the most effective algorithm for the order statistics modeling. A possibility to use the constructed algorithms in numerical modeling of random variables with polynomial distribution, as well as the beta-distribution with non-integer parameters, is shown.
Keywords: Order statistic; numerical modeling; beta-distribution; Bernstein polynomials; polynomial distribution; rejection technique; Kondurin's algorithm
Received: 2007-06-07
Revised: 2007-11-15
Published Online: 2008-02-13
Published in Print: 2008-01
© de Gruyter 2007
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Keywords for this article
Order statistic;
numerical modeling;
beta-distribution;
Bernstein polynomials;
polynomial distribution;
rejection technique;
Kondurin's algorithm
Articles in the same Issue
- The weighted variance minimization for options pricing
- A quasilinear stochastic partial differential equation driven by fractional white noise
- A quasi-stochastic simulation of the general dynamics equation for aerosols
- Skewed distributions generated by the Student's t kernel
- Expansion of random boundary excitations for elliptic PDEs
- Monte Carlo estimators for small sensitivity indices
- A use of algorithms for numerical modeling of order statistics
