摘要翻译:
根据总体的分布函数,给出了多个不同总体的顺序统计量的联合累积分布函数。该公式在两种群情况下的计算量在最坏情况下仍然是指数级的,但与Bapat和Beg的一般公式相比有了很大的改进。对于两个总体,当只需要固定大小的顺序统计量子集的联合分布函数时,复杂度是多项式的。
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英文标题:
《Fast computation by block permanents of cumulative distribution
functions of order statistics from several populations》
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作者:
Deborah H. Glueck, Anis Karimpour-Fard, Jan Mandel, Larry Hunter,
Keith E. Muller
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最新提交年份:
2007
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分类信息:
一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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一级分类:Statistics 统计学
二级分类:Computation 计算
分类描述:Algorithms, Simulation, Visualization
算法、模拟、可视化
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
--
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英文摘要:
The joint cumulative distribution function for order statistics arising from several different populations is given in terms of the distribution function of the populations. The computational cost of the formula in the case of two populations is still exponential in the worst case, but it is a dramatic improvement compared to the general formula by Bapat and Beg. In the case when only the joint distribution function of a subset of the order statistics of fixed size is needed, the complexity is polynomial, for the case of two populations.
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PDF链接:
https://arxiv.org/pdf/705.3851


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