Algorithm of exact computation of decomposable statistics distributions and its applications

Авторы: Filina Marina, Zubkov Andrey
Сборник: Analytical and Computational Methods in Probability Theory. First International Conference, ACMPT 2017, Moscow, Russia, October 23-27, 2017
Серия: Lecture Notes in Computer Science
Том: 10684
Глава в коллективной монографии
Год издания: 2017
Издательство: SPRINGER
Местоположение издательства: VAN GODEWIJCKSTRAAT 30, DORDRECHT, NETHERLANDS, 3311GZ
Первая страница: 476
Последняя страница: 484
DOI: 10.1007/978-3-319-71504-9_39
Аннотация: Computationally efficient algorithm realizing exact compu- tation of decomposable statistics distributions for multinomial scheme is described. The algorithm is based on the embedding the scheme into nonhomogeneous Markov chain. It was used to compute the Pearson statistics distribution and distributions of some statistics for the random allocation of particles into cells. Comparisons of exact numerical values of distribution functions of statistics with usually used approximations from corresponding limit theorems show that exact tail probabilities may be considerably larger than that of approximating distributions.
Добавил в систему: Зубков Андрей Михайлович

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