The Generation of Order Statistics in Digital Computer Simulation
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Authors
Schmeiser, Bruce W.
Fox, Bennett L.
Lewis, Peter A.W.
Seila, Andrew F.
Wilson, James R.
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Date of Issue
1978
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Abstract
Order statistics are of ten needed in computer
simulation. Common examples are .quantile estimation
and censored data test statistics.· Methods
for generating order statistics in various contexts
are surveyed. Sorting and the use of histograms,
the most general methods, are first discussed,
followed by a method for non-identically distributed
samples. Finally,· the very powerful methods
applicable to iid random variables are surveyed.
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Conference Paper
Description
Winter Simulation Conference
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This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.