Naval Postgraduate School
Dudley Knox Library
NPS Dudley Knox Library
View Item 
  •   Calhoun Home
  • Reports and Technical Reports
  • All Technical Reports Collection
  • View Item
  •   Calhoun Home
  • Reports and Technical Reports
  • All Technical Reports Collection
  • View Item
  • How to search in Calhoun
  • My Accounts
  • Ask a Librarian
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

All of CalhounCollectionsThis Collection

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors

Simultaneous estimation of large numbers of extreme quantiles in simulation experiments

Thumbnail
Download
Iconsimultaneousesti00good.pdf (1.894Mb)
Download Record
Download to EndNote/RefMan (RIS)
Download to BibTex
Author
Goodman, Alvin S.
Lewis, Peter A. W.
Robbins, Herbert E.
Date
1971-12
Metadata
Show full item record
Abstract
The large random access memory and high internal speeds of present day computers can be used to increase the efficiency of large-scale simulation experiments by estimating simultaneously several quantiles of each of several statistics. In order to do this without inordinately increasing programming complexity, quantile estimation schemes are required which are simple and do not depend on special features of the distributions of the statistics considered. The author discusses limitations, when the probability level alpha is very high or very low, of two basic methods of estimating quantiles. One method is the direct use of order statistics; the other is based on the use of stochastic approximation. Several modifications of these two estimation schemes are considered. In particular a simple and computationally efficient transformation of the simulation data is proposed and the properties (i.e. bias and variance) of quantile estimates based on this scheme are discussed
Rights
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.
URI
http://hdl.handle.net/10945/26248
NPS Report Number
NPS55LW71122A
Collections
  • All Technical Reports Collection
  • Other Technical Reports

Related items

Showing items related by title, author, creator and subject.

  • Thumbnail

    PERFORMANCE OF KERNEL-BASED METHODS IN ANALYZING UNDERWATER NOISE LEVEL STATISTICS 

    Smith, Alexandra M. (Monterey, CA; Naval Postgraduate School, 2022-03);
    In this work we present an evaluation of kernel-based methods of estimating spectral density statistics compared to histogram-based methods based on evaluations of fine structures. The data is from the Monterey Accelerated ...
  • Thumbnail

    Calibration of a Radome-Differential GPS System on a Twin Otter Research Aircraft for Turbulence Measurements 

    Kalogiros, John A.; Wang, Qing (AMS, 2002-02);
    A five-hole radome pressure probe at the nose of a small two-engine newly instrumented research aircraft was combined with global positioning system (GPS) receivers in differential mode to obtain high frequency measurements ...
  • Thumbnail

    CRITICAL SCALING AND STRUCTURE AT THE YIELDING TRANSITION IN PARTICULATE MEDIA 

    Thompson, Jacob D. (Monterey, CA; Naval Postgraduate School, 2019-09);
    Particulate materials (amorphous, athermal substances such as dry grains, foams, emulsions, and colloids) are commonplace in industry and defense, second only to water in their ubiquity. These materials can transition from ...
NPS Dudley Knox LibraryDUDLEY KNOX LIBRARY
Feedback

411 Dyer Rd. Bldg. 339
Monterey, CA 93943
circdesk@nps.edu
(831) 656-2947
DSN 756-2947

    Federal Depository Library      


Start Your Research

Research Guides
Academic Writing
Ask a Librarian
Copyright at NPS
Graduate Writing Center
How to Cite
Library Liaisons
Research Tools
Thesis Processing Office

Find & Download

Databases List
Articles, Books & More
NPS Theses
NPS Faculty Publications: Calhoun
Journal Titles
Course Reserves

Use the Library

My Accounts
Request Article or Book
Borrow, Renew, Return
Tech Help
Remote Access
Workshops & Tours

For Faculty & Researchers
For International Students
For Alumni

Print, Copy, Scan, Fax
Rooms & Study Spaces
Floor Map
Computers & Software
Adapters, Lockers & More

Collections

NPS Archive: Calhoun
Restricted Resources
Special Collections & Archives
Federal Depository
Homeland Security Digital Library

About

Hours
Library Staff
About Us
Special Exhibits
Policies
Our Affiliates
Visit Us

NPS-Licensed Resources—Terms & Conditions
Copyright Notice

Naval Postgraduate School

Naval Postgraduate School
1 University Circle, Monterey, CA 93943
Driving Directions | Campus Map

This is an official U.S. Navy Website |  Please read our Privacy Policy Notice  |  FOIA |  Section 508 |  No FEAR Act |  Whistleblower Protection |  Copyright and Accessibility |  Contact Webmaster

Export search results

The export option will allow you to export the current search results of the entered query to a file. Different formats are available for download. To export the items, click on the button corresponding with the preferred download format.

A logged-in user can export up to 15000 items. If you're not logged in, you can export no more than 500 items.

To select a subset of the search results, click "Selective Export" button and make a selection of the items you want to export. The amount of items that can be exported at once is similarly restricted as the full export.

After making a selection, click one of the export format buttons. The amount of items that will be exported is indicated in the bubble next to export format.