On computing the dispersion function

G. R. Wood

doi:10.1007/BF00939689

On computing the dispersion function

G. R. Wood^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

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,..., F_n and a probability p, find an interval [a, b] of minimum width such that F_i(b)-F_i(a^-)≥p, for i=1,..., n.

Original language	English
Pages (from-to)	331-350
Number of pages	20
Journal	Journal of Optimization Theory and Applications
Volume	58
Issue number	2
DOIs	https://doi.org/10.1007/BF00939689
Publication status	Published - Aug 1988

Keywords

bisection
concentration function
dispersion function
Distribution function
interval minimization

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10.1007/BF00939689

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title = "On computing the dispersion function",

abstract = "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.",

keywords = "bisection, concentration function, dispersion function, Distribution function, interval minimization",

author = "Wood, {G. R.}",

year = "1988",

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doi = "10.1007/BF00939689",

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AU - Wood, G. R.

PY - 1988/8

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N2 - 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.

AB - 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.

KW - bisection

KW - concentration function

KW - dispersion function

KW - Distribution function

KW - interval minimization

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U2 - 10.1007/BF00939689

DO - 10.1007/BF00939689

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VL - 58

SP - 331

EP - 350

JO - Journal of Optimization Theory and Applications

JF - Journal of Optimization Theory and Applications

IS - 2

ER -

On computing the dispersion function

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Keywords

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