The distribution of order statistics for discrete random variables with applications to bootstrapping

被引:23
作者
Evans, DL
Leemis, LM
Drew, JH
机构
[1] Rose Hulman Inst Technol, Dept Math, Terre Haute, IN 47803 USA
[2] Coll William & Mary, Dept Math, Williamsburg, VA 23187 USA
关键词
combinatorial algorithms; computer algebra systems; probability; probability distributions; statistics;
D O I
10.1287/ijoc.1040.0105
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
An algorithm for computing the PDF of order statistics drawn from discrete parent populations is presented, along with an implementation of the algorithm in a computer algebra system. Several examples and applications, including exact bootstrapping analysis, illustrate the utility of this algorithm. Bootstrapping procedures require that B bootstrap samples be generated in order to perform statistical inference concerning a data set. Although the requirements for the magnitude of B are typically modest, a practitioner would prefer to avoid the resampling error introduced by choosing a finite B, if possible. The part of the order-statistic algorithm for sampling with replacement from a finite sample can be used to perform exact bootstrapping analysis in certain applications, eliminating the need for replication in the analysis of a data set.
引用
收藏
页码:19 / 30
页数:12
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