Knowledge (XXG)

Sampling in order

Source 📝

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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 Statistical Society. Series C (Applied Statistics)
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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
202: 59:) algorithms which are better suited for large  222: 8: 102:"Generating sorted lists of random numbers" 229: 215: 7: 183: 181: 201:. You can help Knowledge (XXG) by 14: 185: 81:sequential importance resampling 154:10.1080/00031305.1972.10477319 63:. The special case of drawing 1: 67:sorted observations from the 106:Computer Science Department 269: 180: 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 210: 209: 260: 253:Statistics stubs 231: 224: 217: 189: 182: 174: 156: 136: 116: 115: 113: 33:order statistics 268: 267: 263: 262: 261: 259: 258: 257: 238: 237: 236: 235: 178: 172: 159: 139: 119: 111: 109: 92: 89: 87:Further reading 47: log  12: 11: 5: 266: 264: 256: 255: 250: 240: 239: 234: 233: 226: 219: 211: 208: 207: 190: 176: 175: 170: 157: 137: 128:(3): 238–243, 117: 98:Saxe, James B. 88: 85: 13: 10: 9: 6: 4: 3: 2: 265: 254: 251: 249: 246: 245: 243: 232: 227: 225: 220: 218: 213: 212: 206: 204: 200: 196: 191: 188: 184: 179: 173: 171:0-471-81884-4 167: 163: 158: 155: 151: 147: 143: 138: 135: 131: 127: 123: 118: 107: 103: 99: 95: 91: 90: 86: 84: 82: 78: 75:-dimensional 74: 70: 66: 62: 58: 54: 50: 46: 42: 38: 34: 31: 27: 23: 19: 203:expanding it 192: 177: 161: 148:(1): 26–27, 145: 141: 125: 121: 110:, retrieved 108:, Paper 2450 105: 72: 64: 60: 56: 52: 48: 44: 40: 36: 29: 26:sorted order 15: 242:Categories 195:statistics 112:January 4, 18:statistics 100:(1979), 134:2347997 77:simplex 20:, some 168:  132:  193:This 130:JSTOR 199:stub 166:ISBN 114:2014 150:doi 16:In 244:: 146:26 144:, 126:31 124:, 104:, 96:; 83:. 230:e 223:t 216:v 205:. 152:: 73:n 65:n 61:n 57:n 55:( 53:O 49:n 45:n 43:( 41:O 37:n 30:n

Index

statistics
Monte Carlo methods
sorted order
order statistics
uniform distribution
simplex
sequential importance resampling
Bentley, Jon Louis
Saxe, James B.
"Generating sorted lists of random numbers"
JSTOR
2347997
doi
10.1080/00031305.1972.10477319
ISBN
0-471-81884-4
Stub icon
statistics
stub
expanding it
v
t
e
Categories
Monte Carlo methods
Statistics stubs

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