淡江大學機構典藏:Item 987654321/41451
English  |  正體中文  |  简体中文  |  Items with full text/Total items : 62830/95882 (66%)
Visitors : 4043063      Online Users : 1014
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/41451


    Title: Computing the joint distribution of general linear combinations of spacings or exponential variates
    Authors: Huffer, F. W.;Lin, C. T.
    Contributors: 淡江大學數學學系
    Keywords: Kolmogorov-Smirnov statistic;moving average process;symbolic computations
    Date: 2001-10-01
    Issue Date: 2013-08-08 14:44:19 (UTC+8)
    Publisher: Taipei: Academia Sinica * Institute of Statistical Science
    Abstract: We present an algorithm for computing exact expressions for the distribution of the maximum or minimum of an arbitrary finite collection of linear combinations of spacings or exponential random variables with rational coefficients. These expressions can then be manipulated or evaluated using symbolic math packages such as Maple. As examples, we apply this algorithm to obtain the distributions of the maximum and minimum of a moving average process, and the distribution of the Kolmogorov-Smirnov statistic.
    Relation: Statistica Sinica 11(4), pp.1141-1157
    Appears in Collections:[Graduate Institute & Department of Mathematics] Journal Article

    Files in This Item:

    File Description SizeFormat
    Computing the joint distribution of general linear combinations of spacings or exponential variates.pdf245KbAdobe PDF0View/Open
    index.html0KbHTML201View/Open
    index.html0KbHTML95View/Open
    index.html0KbHTML88View/Open
    index.html0KbHTML72View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback