A Note on the Calculation of Pr{X1<X2< ··· <Xk}
作者:
A.J. Hayter,
W. Liu,
期刊:
The American Statistician
(Taylor Available online 1996)
卷期:
Volume 50,
issue 4
页码: 365-365
ISSN:0003-1305
年代: 1996
DOI:10.1080/00031305.1996.10473567
出版商: Taylor & Francis Group
关键词: Multivariate probability;Statistical computing
数据来源: Taylor
摘要:
Suppose thatXiare independent random variables, and thatXihas cdfFi(x), 1 ≤i≤k.Many statistical problems involve the probability Pr{X1<X2< ··· <Xk}. In this note a numerical method is proposed for computing this probability.
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