Calculating the Distribution of a Linear Combination of Uniform Order Statistics

DOI10.1287/ijoc.14.2.124.121zbMath1238.62060OpenAlexW2148690907MaRDI QIDQ2884529

Morganna Carmem Diniz, H. R. Gail, E. de Souza e Silva

Publication date: 30 May 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e0ab71d683a1215f8d50e6084c59088bb9f68b19

zbMATH Keywords

Markov processesperformabilitystochastic model

Mathematics Subject Classification ID

Related Items (6)

Technical note: the expected length of an orderly path ⋮ A novel extension of randomly weighted averages ⋮ On distribution of randomly ordered uniform incremental weighted averages: divided difference approach ⋮ Performability assessment by model checking of Markov reward models ⋮ Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex ⋮ Saddlepoint Approximations to the Density and the Distribution Functions of Linear Combinations of Ratios of Partial Sums

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