JSM 2005 - Toronto

Abstract #304199

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 195
Type: Contributed
Date/Time: Monday, August 8, 2005 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #304199
Title: Two Computational Algorithms with Applications in Order Statistics and Nonparametrics
Author(s): Jesse Frey*+
Companies: The Ohio State University
Address: 980 King Ave, Columbus, OH, 43212, United States
Keywords:
Abstract:

We consider the problem of computing the probability that a fully-specified collection of independent random variables has a particular ordering. We derive an equal conditionals condition under which such probabilities can be computed exactly, and we also derive extrapolation algorithms that allow approximation and computation of such probabilities in more general settings. Romberg integration is one idea that is used. We describe applications of these algorithms to inference problems in order statistics and nonparametrics.


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