Computation of distributions of statistics by means of Markov chains

被引：0

作者：

Zubkov, Andrei M. ^{[1
]}

Filina, M., V ^{[1
]}

机构：

[1] Russian Acad Sci, Steklov Math Inst, Moscow, Russia

来源：

DISCRETE MATHEMATICS AND APPLICATIONS | 2022年 / 32卷 / 04期

关键词：

prelimit distributions of statistics; exact computation of distributions; Markov chains; Pearson statistics; number of empty cells; Kolmogorov-Smirnov statistics; X2;

D O I：

10.1515/dma-2022-0024

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

An approach to the construction of efficient algorithms for the exact computation of distributions of statistics by means of the Markov chains is described. The Pearson statistic, the number of empty cells for random allocations of particles, and the Kolmogorov - Smirnov statistic are considered as examples. Possibilities of extending the approach are discussed, in particular to the computation of the joint distributions of statistics.

引用

页码：285 / 295

页数：11

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