Displaying similar documents to “Perfect simulation from the quicksort limit distribution.”

Sojourn times.

Takács, Lajos (1996)

Journal of Applied Mathematics and Stochastic Analysis

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On the Optimality of Sample-Based Estimates of the Expectation of the Empirical Minimizer

Peter L. Bartlett, Shahar Mendelson, Petra Philips (2010)

ESAIM: Probability and Statistics

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We study sample-based estimates of the expectation of the function produced by the empirical minimization algorithm. We investigate the extent to which one can estimate the rate of convergence of the empirical minimizer in a data dependent manner. We establish three main results. First, we provide an algorithm that upper bounds the expectation of the empirical minimizer in a completely data-dependent manner. This bound is based on a structural result due to Bartlett and Mendelson, which...

A Note on Computing Extreme Tail Probabilities of the Noncentral t -Distribution with Large Noncentrality Parameter

Viktor Witkovský (2013)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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The noncentral t -distribution is a generalization of the Student’s t -distribution. In this paper we suggest an alternative approach for computing the cumulative distribution function (CDF) of the noncentral t -distribution which is based on a direct numerical integration of a well behaved function. With a double-precision arithmetic, the algorithm provides highly precise and fast evaluation of the extreme tail probabilities of the noncentral t -distribution, even for large values of the...