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Gerontidis, I.; Smith, R. L. (1982), "Monte Carlo
Generation of Order Statistics from General Distributions",
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Lurie, D.; Hartley, H. O. (1972), "Machine-Generation of Order
Statistics for Monte Carlo Computations",
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require independent observations in a sample to be drawn from a one-dimensional distribution in
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Journal of the Royal
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observations in a sample. The naive method performs a sort and takes
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on is equivalent to drawing from the uniform distribution on an
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59:) algorithms which are better suited for large
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102:"Generating sorted lists of random numbers"
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201:. You can help Knowledge (XXG) by
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81:sequential importance resampling
154:10.1080/00031305.1972.10477319
63:. The special case of drawing
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67:sorted observations from the
106:Computer Science Department
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164:, Wiley, pp. 96–98,
160:Ripley, Brian D. (1987),
142:The American Statistician
79:; this task is a part of
51:) time. There are also
197:-related article is a
28:. In other words, all
162:Stochastic Simulation
69:uniform distribution
35:are needed from the
248:Monte Carlo methods
22:Monte Carlo methods
94:Bentley, Jon Louis
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26:sorted order
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242:Categories
195:statistics
112:January 4,
18:statistics
100:(1979),
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20:, some
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193:This
130:JSTOR
199:stub
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114:2014
150:doi
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