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A use of algorithms for numerical modeling of order statistics
1 Institute of Computational Mathematics and Mathematical Geophysics SD RAS, Lavrentieva 6, 630090 Novosibirsk, Russia. Email: firstname.lastname@example.org
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
- Published Online:
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.