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Lecture Notes in Comput. Sci., 2017, том 10684, страницы 476–484
(Mi lncs22)
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Algorithm of exact computation of decomposable statistics distributions and its applications
Marina Filina, Andrey Zubkov Steklov Mathematical Institute of Russian Academy of Sciences
Аннотация:
Computationally efficient algorithm realizing exact computation
of decomposable statistics distributions for multinomial scheme
is described. The algorithm is based on the embedding the scheme into
nonhomogeneous Markov chain. It was used to compute the Pearson
statistics distribution and distributions of some statistics for the random
allocation of particles into cells. Comparisons of exact numerical values
of distribution functions of statistics with usually used approximations
from corresponding limit theorems show that exact tail probabilities may
be considerably larger than that of approximating distributions.
Финансовая поддержка |
Номер гранта |
Российский научный фонд  |
14-50-00005 |
This work is supported by the Russian Science Foundation under grant No 14-50-00005. |
DOI:
https://doi.org/10.1007/978-3-319-71504-9_39
Реферативные базы данных:
Тип публикации:
Статья
Язык публикации: английский
Образцы ссылок на эту страницу:
http://mi.mathnet.ru/lncs22
Citing articles on Google Scholar:
Russian citations,
English citations
Related articles on Google Scholar:
Russian articles,
English articles
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