| Article ID: | iaor20033029 |
| Country: | United States |
| Volume: | 14 |
| Issue: | 2 |
| Start Page Number: | 124 |
| End Page Number: | 131 |
| Publication Date: | Apr 2002 |
| Journal: | INFORMS Journal On Computing |
| Authors: | Gail H. Richard, Diniz Morganna Carmem, Silva Edmundo de Souze |
The calculation of the distribution of a linear combination of order statistics from random variables that are uniformly distributed is considered. A simple recursion to compute this distribution is presented that, unlike previous methods, is numerically stable and efficient. As such, this should be the algorithm of choice when the linear combination distribution needs to be obtained.