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dc.contributor.authorJones, Lee K.en_US
dc.contributor.authorLarson, Richard C., 1943-en_US
dc.date.accessioned2004-05-28T19:25:46Z
dc.date.available2004-05-28T19:25:46Z
dc.date.issued1991-05en_US
dc.identifier.urihttp://hdl.handle.net/1721.1/5159
dc.description.abstractConsider 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.en_US
dc.format.extent487497 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_USen_US
dc.publisherMassachusetts Institute of Technology, Operations Research Centeren_US
dc.relation.ispartofseriesOperations Research Center Working Paper;OR 249-91en_US
dc.subjectOrder statistics, queues, statistical inference, queue inference engine.en_US
dc.titleEfficient Computation of Probabilities of Events Described by Order Statistics and Application to a Problem of Queuesen_US
dc.typeWorking Paperen_US


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