Fast computation by block permanents of cumulative distribution functions of order statistics from several populations

Details Fast computation by block permanents of cumulative distribution functions of order statistics from several populations Fast computation by block permanents of cumulative distribution functions of order statistics from several populations

2007-05-25

arxiv.org/abs/0705.3851v1

Communications in Statistics - Theory and Methods 37 (18): 2815-2824 2008

Mathematics

Statistics Theory

21 pages, 3 figures

Scientific paper

10.1080/03610920802001896

The joint cumulative distribution function for order statistics arising from several different populations is given in terms of the distribution function of the populations. The computational cost of the formula in the case of two populations is still exponential in the worst case, but it is a dramatic improvement compared to the general formula by Bapat and Beg. In the case when only the joint distribution function of a subset of the order statistics of fixed size is needed, the complexity is polynomial, for the case of two populations.

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