YET ANOTHER APPLICATION OF A BINOMIAL RECURRENCE - ORDER-STATISTICS

被引:36
作者
SZPANKOWSKI, W
REGO, V
机构
[1] Department of Computer Sciences, Purdue University, West Lafayette, 47906, IN
关键词
asymptotic approximation; binomial recurrence; concurrency enhancement; geometric distribution; order statistics; program unification;
D O I
10.1007/BF02241658
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We investigate the moments of the maximum of a set of i.i.d geometric random variables. Computationally, the exact formula for the moments (which does not seem to be available in the literature) is inhibited by the presence of an alternating sum. A recursive expression for the moments is shown to be superior. However, the recursion can be both computationally intensive as well as subject to large round-off error when the set of random variables is large, due to the presence of factorial terms. To get around this difficulty we develop accurate asymptotic expressions for the moments and verify our results numerically. © 1990 Springer-Verlag.
引用
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页码:401 / 410
页数:10
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