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...
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/5131 |