分位点随机配序抽样

数学物理学报

分位点随机配序抽样

郭奎;于丹

中国航空综合技术研究所可靠性与环境室中国科学院数学与系统科学研究院

收稿日期:2003-10-14 修回日期:2005-02-20 出版日期:2006-02-25 发布日期:2006-02-25
通讯作者: 郭奎

Sampling Method by Allocating Random Order to Percentiles

Guo Kui, Yu Dan

China Aero-Polytechnology Establishment Institute of Mathematics and Systems Science, Chinese Academe Science

Received:2003-10-14 Revised:2005-02-20 Online:2006-02-25 Published:2006-02-25
Contact: Guo Kui

摘要/Abstract

摘要： 该文针对统计计算中的某些随机模拟问题提出了分位点随机配序抽样法.该方法是由抽样分布的分位点和伪随机序复合构成的,适用于固定区域上多重积分的计算及随机变量的抽样.该文通过几个典型实例说明该方法在具体问题中的应用,并验证了该方法的计算精度.

关键词: 随机抽样, 分位点, 伪随机序阵, 配序, 多元积分

Abstract: This paper presents a new sampling method, which is called sampling method by allocating random order to percentiles based on some random simulation problems of statistical computation. The sampling is attained by making use of percentiles of distribution function and pseudo-random order, also is applicable to multi-dimensional interval integrals and sampling random variables. Some examples are included to illustrate the method.

Key words: Random sampling, Percentiles, Pseudo-random order matrix, Allocating random order, Multi-dimensional integrals

中图分类号:

62P30

郭奎;于丹. 分位点随机配序抽样[J]. 数学物理学报, 2006, 26(1): 9-014.

Guo Kui, Yu Dan. Sampling Method by Allocating Random Order to Percentiles[J]. Acta mathematica scientia,Series A, 2006, 26(1): 9-014.

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