The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 3: (2nd ed.) sorting and searching
The art of computer programming, volume 3: (2nd ed.) sorting and searching
Simulating Stable Stochastic Systems, VI: Quantile Estimation
Journal of the ACM (JACM)
Generating beta variates with nonintegral shape parameters
Communications of the ACM
Expected time bounds for selection
Communications of the ACM
Algorithm 489: the algorithm SELECT—for finding the ith smallest of n elements [M1]
Communications of the ACM
An approximate method for generating asymmetric random variables
Communications of the ACM
An approximate method for generating symmetric random variables
Communications of the ACM
Algorithm 410: Partial sorting
Communications of the ACM
Resampling methods for input modeling
Proceedings of the 33nd conference on Winter simulation
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Order statistics are often needed in computer simulation. Common examples are quantile estimation and censored data test statistics. Methods for generating order statistics in various contexts are surveyed. Sorting and the use of histograms, the most general methods, are first discussed, followed by a method for non-identically distributed samples. Finally, the very powerful methods applicable to iid random variables are surveyed.