Нормальные рекордные величины
Пахтеев Артем Игоревич,
Балтийский федеральный университет
им. И.Канта. Институт физико-математических наук
и информационных технологий,
аспирант
Россия, г. Калининград
Е-mail: mir123i3@gmail.com
Pakhteev Artem Igorevich,
Baltic Federal UniversityI. Kant.
Institute of Physical and
Mathematical Sciences
and Information Technologies,
Graduate Student
Russia, Kaliningrad
E-mail: mir123i3@gmail.com
Алгоритм генерирования нормальных рекордных величин: асимптотические свойства
Algorithm for generating normal record values: asymptotic properties
DOI: 10.24411/2311-1763-2019-10191
Аннотация
В данной статье мы разрабатываем алгоритм генерирования нормальных рекордных величин. Алгоритм основан на методе выборки с отклонением. В работе показывается, что алгоритм эффективен и быстро работает даже при длительном генерировании.
Ключевые слова:
рекорды, нормальное распределение, метод выборки с отклонением,
метод обратного преобразования, метод генерации
Summary
In the present paper, we develop method of record generation. The corre-sponding algorithm is based on the rejection method. We show that algorithm is effective and speedy, even with prolonged generation.
Keywords:
records, normal distribution, rejection method,
inverse-transform method, generation techniques
Список литературы и источников
- Невзоров В.Б. Рекорды. Математическая теория. М. ФАЗИС, 2000.
- Arnold B. C., Balakrishnan N., Nagaraja H. N. Records. John Wiley & Sons, New York, 1998.
- Bairamov I., Stepanov A. Numbers of near bivariate record-concomitant observations. - Journal of Multivariate Analysis. 2011. Vol. 102. P. 908-917.
- Balakrishnan N., So H.Y., Zhu X.J. On Box-Muller Transformation and Simulation of Normal Record Data. - Communication in Statistics – Simulation and Computations. 2016. to appear.
- Chandler K.N. (1952). The distribution and frequency of record values, J. Royal Statist. Soc. - Ser. B, Vol. 14. P. 220-228.
- Luckett D.J. Statistical Inference Based on Upper Record Values, PhD thesis, The College of William and Mary. 2013.
- Nevzorov V.B., Stepanov A. Records with confirmation. - Statistics & Probability Letters. 2014. Vol. 95. P. 39-47.
- Ross S.M. Simulation, Elsevier, 4-th Edition. 2006.
- Stepanov A., Berred A., Nevzorov V.B. Concomitants of records: Limit results, generation techniques, correlation. - Statistics & Probability Letters. 2016. Vol. 109. P. 184-188.
- Pakhteev A., Stepanov, A., 2016. Simulation of Gamma Records. Statist. Probab. Lett. 119, 204-212.
References
- Nevzorov V.B., 2000, Rekordy. Matematicheskaya teoriya. M. FAZIS, 2000.
- Arnold B. C., Balakrishnan N., Nagaraja H. N., 1998, Records. John Wiley & Sons, New York, 1998.
- Bairamov I., Stepanov A., 2011, Numbers of near bivariate record-concomitant observations. - Journal of Multivariate Analysis. 2011. Vol. 102. P. 908-917.
- Balakrishnan N., So H.Y., Zhu X.J., 2016, On Box-Muller Transformation and Simulation of Normal Record Data. - Communication in Statistics – Simulation and Computations. 2016. to appear.
- Chandler K.N. (1952). The distribution and frequency of record values, J. Royal Statist. Soc. - Ser. B, Vol. 14. P. 220-228.
- Luckett D.J., 2013, Statistical Inference Based on Upper Record Values, PhD thesis, The College of William and Mary. 2013.
- Nevzorov V.B., Stepanov A., 2014, Records with confirmation. - Statistics & Probability Letters. 2014. Vol. 95. P. 39-47.
- Ross S.M., 2006, Simulation, Elsevier, 4-th Edition. 2006.
- Stepanov A., Berred A., Nevzorov V.B., 2016, Concomitants of records: Limit results, generation techniques, correlation. - Statistics & Probability Letters. 2016. Vol. 109. P. 184-188.
- Pakhteev A., Stepanov, A., 2016. Simulation of Gamma Records. Statist. Probab. Lett. 119, 204-212.
