POISSON APPROXIMATIONS FOR THE DISTRIBUTION AND MOMENTS OF ORDERED M-SPACINGS

被引：12

作者：

GLAZ, J

NAUS, J

ROOS, M

WALLENSTEIN, S

机构：

[1] RUTGERS STATE UNIV,DEPT STAT,NEW BRUNSWICK,NJ 08901

[2] VINSTANGEW MATH,CH-8057 ZURICH,SWITZERLAND

[3] MT SINAI MED CTR,DEPT BIOMATH,NEW YORK,NY 10029

来源：

JOURNAL OF APPLIED PROBABILITY | 1994年 / 31A卷

关键词：

COMPOUND POISSON APPROXIMATIONS; MOMENTS;

D O I：

10.2307/3214961

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article investigates the accuracy of approximations for the distribution of ordered m-spacings for i.i.d. uniform observations in the interval (0, 1). Several Poisson approximations and a compound Poisson approximation are studied. The result of a simulation study is included to assess the accuracy of these approximations. A numerical procedure for evaluating the moments of the ordered m-spacings is developed and evaluated for the most accurate approximation.

引用

页码：271 / 281

页数：11

共 42 条

[1]

ABRAMOWITZ M, 1972, NBS APPLIED MATH SER, V55

[2]

Aldous D., 1989, PROBABILITY APPROXIM

[3] 2 MOMENTS SUFFICE FOR POISSON APPROXIMATIONS - THE CHEN-STEIN METHOD [J].