期刊論文
| 學年 | 90 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2001-10-01 |
| 作品名稱 | Computing the joint distribution of general linear combinations of spacings or exponential variates |
| 作品名稱（其他語言） | |
| 著者 | Huffer, F. W.; Lin, C. T. |
| 單位 | 淡江大學數學學系 |
| 出版者 | Taipei: Academia Sinica * Institute of Statistical Science |
| 著錄名稱、卷期、頁數 | Statistica Sinica 11(4), pp.1141-1157 |
| 摘要 | 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. |
| 關鍵字 | Kolmogorov-Smirnov statistic; moving average process; symbolic computations |
| 語言 | en |
| ISSN | 1017-0405 |
| 期刊性質 | 國內 |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/41451 ) |