Recursive splitting of an interval when the proportions are identical and independent random variables
type: Item
instance of: scholarly article
title: Recursive splitting of an interval when the proportions are identical and independent random variables
zbMATH Open document ID: 0712.60013
DOI: 10.1016/0304-4149(88)90069-5
author: D. Kharzeev
published in: Stochastic Processes and their Applications
publication date: 1988-01-01T00:00:00Z
review text: The authors study the distribution of the largest interval that is discarded in the process of randomly and recursively splitting the interval [0,1]. According to the scheme in the paper, at each stage of the process only the left-hand side interval is kept, while the right- hand side interval is discarded. For the case of the uniform distribution, a numerically approximated cumulative distribution function and the probability density function of the maximum discard are derived. Also, several moment relations for the distribution of the maximum discard are given.
Mathematics Subject Classification ID: 60D05
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62G99
zbMATH DE Number: 4172034
zbMATH Keywords: largest interval that is discarded
zbMATH Keywords: numerically approximated cumulative distribution
zbMATH Keywords: moment relations
zbMATH Keywords: distribution of the maximum discard
MaRDI profile type: Publication
full work available at URL: 0304-4149(88)90069-5
OpenAlex ID: W2037215579
cites work: Splitting intervals
cites work: On a Class of Problems Related to the Random Division of an Interval
cites work: Some Basic Theorems for Developing Tests of Fit for The Case of the Non-Parametric Probability Distribution Function, I
cites work: Q3896297
cites work: Q5787288
description: scientific article; zbMATH DE number 4172034