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.