Activity Number:
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345
- Computationally Intensive Methods
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Type:
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Contributed
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Date/Time:
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Tuesday, August 1, 2017 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Computing
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Abstract #322732
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View Presentation
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Title:
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A Two-Stage Algorithm for Computation of the Exact Distribution of Sums of Spacings
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Author(s):
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Chien-Tai Lin* and Chung-Tao Lu
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Companies:
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Tamkang University and E.Sun Bank
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Keywords:
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Circular Scan Statistic ;
Multiple Coverage Problems ;
Spacings ;
Symbolic Computation
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Abstract:
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Based on the recursions in Huffer (1988) and Huffer and Lin (2001), we present a two-stage algorithm and two specialized methods for evaluating the probabilities involving linear combination of spacings of special forms. The two-stage algorithm combines the advantages of marking algorithm in Huffer and Lin (1997) and general algorithm in Huffer and Lin (2001). The proposed methods can analytically derive the exact expressions for some specific problems, and efficiently handle problems such as the distribution of the circular scan statistic and multiple coverage probabilities.
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Authors who are presenting talks have a * after their name.