Efficient Computation of Probabilities of Events Described by Order Statistics and Applications to Queue Inference

This paper derives recursive algorithms for efficiently computing event probabilities related to order statistics and applies the results in a queue inferencing setting. Consider a set of N i.i.d. random variables in [0, 1]. When the experimental values of the random variables are arranged in ascend...

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Bibliographic Details
Main Authors: Jones, Lee K., Larson, Richard C., 1943-
Format: Working Paper
Language:en_US
Published: Massachusetts Institute of Technology, Operations Research Center 2004
Subjects:
Online Access:http://hdl.handle.net/1721.1/5131