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IMSL_RANDOM_ORDER

IMSL_RANDOM_ORDER

IMSL_RANDOM_ORDER

The IMSL_RANDOM_ORDER function generates pseudorandom order statistics from a uniform (0, 1) distribution, or optionally from a standard normal distribution.

Routine IMSL_RANDOM_ORDER generates the ifirst through the ilast order statistics from a pseudorandom sample of size n from a uniform (0, 1) distribution.

Depending on the values of ifirst and ilast, different methods of generation are used to achieve greater efficiency. If ifirst = 1 and ilast = n, that is, if the full set of order statistics are desired, the spacings between successive order statistics are generated as ratios of exponential variates. If the full set is not desired, a beta variate is generated for one of the order statistics, and the others are generated as extreme order statistics from conditional uniform distributions. Extreme order statistics from a uniform distribution can be obtained by raising a uniform deviate to an appropriate power.

Each call to IMSL_RANDOM_ORDER yields an independent event. This means, for example, that if on one call the fourth order statistic is requested and on a second call the third order statistic is requested, the “fourth” may be smaller than the “third”. If both the third and fourth order statistics from a given sample are desired, they should be obtained from a single call to IMSL_RANDOM_ORDER (by specifying ifirst less than or equal to 3 and ilast greater than or equal to 4).

If the keyword Normal is present and nonzero, then IMSL_RANDOM_ORDER generates the ifirst through the ilast order statistics from a pseudorandom sample of size n, from a normal (0, 1) distribution



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