The Generation of Order Statistics in Digital Computer Simulation. A Survey.

Abstract

Order statistics are often needed in computer simulation. Common examples are quantile estimation and censored data test statistics. Methods for generating order statistics in various contexts are surveyed. Sorting and the use of histograms, the most general methods, are first discussed, followed by a method for non-identically distributed samples. Finally, the very powerful methods applicable to iid random variables are surveyed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1978
Accession Number
ADA060411

Entities

People

  • Bruce W. Schmeiser

Organizations

  • Southern Methodist University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Science
  • Computer Simulations
  • Computers
  • Data Analysis
  • Data Science
  • Digital Computers
  • Histograms
  • Information Science
  • Mathematics
  • Observation
  • Order Statistics
  • Probability
  • Random Variables
  • Simulations
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Computer Science.
  • Statistical inference.