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Single and Twin-Heaps as Natural Data Structures for Percentile Point Simulation Algorithms

Hatzinger, Reinhold and Panny, Wolfgang (1993) Single and Twin-Heaps as Natural Data Structures for Percentile Point Simulation Algorithms. Forschungsberichte / Institut für Statistik, 32. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

Sometimes percentile points cannot be determined analytically. In such cases one has to resort to Monte Carlo techniques. In order to provide reliable and accurate results it is usually necessary to generate rather large samples. Thus the proper organization of the relevant data is of crucial importance. In this paper we investigate the appropriateness of heap-based data structures for the percentile point estimation problem. Theoretical considerations and empirical results give evidence of the good performance of these structures regarding their time and space complexity. (author's abstract)

Item Type: Paper
Additional Information: In: Statistics and Computing 3 (1993) 163-170
Keywords: Percentile point estimation / order statistics / Monte Carlo simulation / heap data structures / twin-heaps
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 11 Jul 2006 11:23
Last Modified: 15 Sep 2010 00:48
URI: http://epub.wu.ac.at/id/eprint/574

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