Jump to ContentJump to Main Navigation

Online

149,00 € / $224.00*

* Prices subject to change. Shipping costs will be added if applicable.
Publication Date:
February 2008
ISSN:
1569-3961
DOI:
10.1515/mcma.2007.024

See all formats and pricing

Online
Individual Subscription Online only
Euro [D] 149.00
RRP for USA, Canada, Mexico
US$ 224.00 *
Print
Individual Subscription Online only
Euro [D] 928.00
RRP for USA, Canada, Mexico
US$ 1392.00 *
Print + Online
Individual Subscription Online only
Euro [D] 1114.00
RRP for USA, Canada, Mexico
US$ 1671.00 *
*Prices subject to change. Shipping costs will be added if applicable.

Monte Carlo Methods and Applications

Managing Editor: Sabelfeld, Karl K.

Editorial Board Member: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis

4 Issues per year

Mathematical Citation Quotient 2011: 0.06

VolumeIssuePage

Issues

Volume 19 (2013)

Volume 18 (2012)

Volume 17 (2011)

Volume 16 (2010)

Volume 15 (2009)

Volume 14 (2008)

Volume 13 (2008)

Volume 12 (2006)

Volume 11 (2005)

Volume 10 (2004)

Volume 9 (2003)

Volume 8 (2002)

Volume 7 (2001)

Volume 6 (2000)

Volume 5 (1999)

Volume 4 (1998)

Volume 3 (1997)

Volume 2 (1996)

Volume 1 (1995)

Most Downloaded Articles

  1. Simulation of binary random fields with Gaussian numerical models by Prigarin, Sergei M./ Martin, Andreas and Winkler, Gerhard
  2. A Green's function Monte Carlo algorithm for the Helmholtz equation subject to Neumann and mixed boundary conditions: Validation with an 1D benchmark problem by Chatterjee, Kausik and Anantapadmanabhan, Akshay
  3. On convergence of semi-statistical and projection-statistical methods for integral equations by Ivanov, Vladimir M. and Korenevski, Maxim L.
  4. The generalized van der Corput sequence and its application to numerical integration by Fujita, Takahiko/ Ito, Shunji and Ninomiya, Syoiti
  5. Masthead

30,00 € / $42.00*

30,00 € / $42.00

Get Access to Full Text
(PDF, 159 KB)

A use of algorithms for numerical modeling of order statistics

Anton Voytishek1 / Alexandr Myasnikov2 / Leonid Saneev2

1 Institute of Computational Mathematics and Mathematical Geophysics SD RAS, Lavrentieva 6, 630090 Novosibirsk, Russia. Email: vav@osmf.sscc.ru

2 Department of Mechanics and Mathematics, Novosibirsk State University, Pirogova 2, Novosibirsk, Russia.

Citation Information: Monte Carlo Methods and Applications mcma. Volume 13, Issue 5-6, Pages 467–483, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: 10.1515/mcma.2007.024, February 2008

Publication History:
Received:
2007-06-07
Revised:
2007-11-15
Published Online:
2008-02-13

Abstract

In this paper a modification of the standard algorithm for the order statistics modeling, tied with the usage of confidence intervals is proposed. A study of applications of the standard algorithm for the order statistics modeling leads us to a conclusion that one of these applications (namely, the modeling of beta-distribution with integer parameters) gives the most effective algorithm for the order statistics modeling. A possibility to use the constructed algorithms in numerical modeling of random variables with polynomial distribution, as well as the beta-distribution with non-integer parameters, is shown.

Keywords: Order statistic; numerical modeling; beta-distribution; Bernstein polynomials; polynomial distribution; rejection technique; Kondurin's algorithm

Comments (0)

Please log in or register to comment.