MIT Libraries homeMIT Libraries logoDSpace@MIT

MIT
View Item 
  • DSpace@MIT Home
  • Operations Research Center
  • Operations Research Center Working Papers
  • View Item
  • DSpace@MIT Home
  • Operations Research Center
  • Operations Research Center Working Papers
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Efficient Computation of Probabilities of Events Described by Order Statistics and Application to a Problem of Queues

Author(s)
Jones, Lee K.; Larson, Richard C., 1943-
Thumbnail
DownloadOR-249-91.pdf (476.0Kb)
Metadata
Show full item record
Abstract
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.
Date issued
1991-05
URI
http://hdl.handle.net/1721.1/5159
Publisher
Massachusetts Institute of Technology, Operations Research Center
Series/Report no.
Operations Research Center Working Paper;OR 249-91
Keywords
Order statistics, queues, statistical inference, queue inference engine.

Collections
  • Operations Research Center Working Papers

Browse

All of DSpaceCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

My Account

Login

Statistics

OA StatisticsStatistics by CountryStatistics by Department
MIT Libraries homeMIT Libraries logo

Find us on

Twitter Facebook Instagram YouTube RSS

MIT Libraries navigation

SearchHours & locationsBorrow & requestResearch supportAbout us
PrivacyPermissionsAccessibility
MIT
Massachusetts Institute of Technology
Content created by the MIT Libraries, CC BY-NC unless otherwise noted. Notify us about copyright concerns.