On computing the dispersion function

  • G. R. Wood
Contributed Papers

Abstract

A two-dimensional analogue of the well-known bisection method for root finding is presented in order to solve the following problem, related to the dispersion function of a set of random variables: given distribution functionsF1,...,Fn and a probabilityp, find an interval [a,b] of minimum width such thatFi(b)−Fi(a)⩾p, fori=1,...,n.

Key Words

Distribution function dispersion function concentration function bisection interval minimization 

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References

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Copyright information

© Plenum Publishing Corporation 1988

Authors and Affiliations

  • G. R. Wood
    • 1
  1. 1.Department of MathematicsUniversity of CanterburyChristchurchNew Zealand

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