Efficient Computation of Probabilities of Events Described by Order Statistics and Application to a Problem of Queues
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 probabilit...
| 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/1721.1/5159 |