On computing the dispersion function

G. R. Wood*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)


    A two-dimensional analogue of the well-known bisection method for root finding is presented in order to solve the following problem, related to the dispersion function of a set of random variables: given distribution functions F1,..., Fn and a probability p, find an interval [a, b] of minimum width such that Fi(b)-Fi(a-)≥p, for i=1,..., n.

    Original languageEnglish
    Pages (from-to)331-350
    Number of pages20
    JournalJournal of Optimization Theory and Applications
    Issue number2
    Publication statusPublished - Aug 1988


    • bisection
    • concentration function
    • dispersion function
    • Distribution function
    • interval minimization


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