Наука. Общество. Оборона (noo-journal.ru). - 2019. - № 2 (19)

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

1. Невзоров В.Б. Рекорды. Математическая теория. М. ФАЗИС, 2000.
2. Arnold B. C., Balakrishnan N., Nagaraja H. N. Records. John Wiley & Sons, New York, 1998.
3. Bairamov I., Stepanov A. Numbers of near bivariate record-concomitant observations. - Journal of Multivariate Analysis. 2011. Vol. 102. P. 908-917.
4. 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.
5. Chandler K.N. (1952). The distribution and frequency of record values, J. Royal Statist. Soc. - Ser. B, Vol. 14. P. 220-228.
6. Luckett D.J. Statistical Inference Based on Upper Record Values, PhD thesis, The College of William and Mary. 2013.
7. Nevzorov V.B., Stepanov A. Records with confirmation. - Statistics & Probability Letters. 2014. Vol. 95. P. 39-47.
8. Ross S.M. Simulation, Elsevier, 4-th Edition. 2006.
9. Stepanov A., Berred A., Nevzorov V.B. Concomitants of records: Limit results, generation techniques, correlation. - Statistics & Probability Letters. 2016. Vol. 109. P. 184-188.
10. Pakhteev A., Stepanov, A., 2016. Simulation of Gamma Records. Statist. Probab. Lett. 119, 204-212.

References

1. Nevzorov V.B., 2000, Rekordy. Matematicheskaya teoriya. M. FAZIS, 2000.
2. Arnold B. C., Balakrishnan N., Nagaraja H. N., 1998, Records. John Wiley & Sons, New York, 1998.
3. Bairamov I., Stepanov A., 2011, Numbers of near bivariate record-concomitant observations. - Journal of Multivariate Analysis. 2011. Vol. 102. P. 908-917.
4. 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.
5. Chandler K.N. (1952). The distribution and frequency of record values, J. Royal Statist. Soc. - Ser. B, Vol. 14. P. 220-228.
6. Luckett D.J., 2013, Statistical Inference Based on Upper Record Values, PhD thesis, The College of William and Mary. 2013.
7. Nevzorov V.B., Stepanov A., 2014, Records with confirmation. - Statistics & Probability Letters. 2014. Vol. 95. P. 39-47.
8. Ross S.M., 2006, Simulation, Elsevier, 4-th Edition. 2006.
9. 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.
10. Pakhteev A., Stepanov, A., 2016. Simulation of Gamma Records. Statist. Probab. Lett. 119, 204-212.

Наука. Общество. Оборона (noo-journal.ru). - 2019. - № 2 (19)