Racing Exponentials: Exact Rank Probabilities for Heterogeneous Exponential Random Variables
Probability
17 minutes read (About 3300 words)

Racing Exponentials: Exact Rank Probabilities for Heterogeneous Exponential Random Variables

I present two exact approaches for efficiently computing the probability that an exponential random variable ranks kth among N independent exponentials with different rate parameters.
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animation bank-holiday-bodge benchmarking binomial-distribution clustering coins combinatorical optimisation combinatorics data-mining dimensionality-reduction ethics excel gcp graph-theory hypothesis-testing integration lesson linear-algebra linear-programming linux magrittr no-coding normal-distribution number-theory probabilistic-method probability problem-solving puzzle python r reflection reinforcement-learning shiny simulation solver sports story tidyverse tutorial visualisation web-development

Recent

Categories

Tag Cloud

animation bank-holiday-bodge benchmarking binomial-distribution clustering coins combinatorical optimisation combinatorics data-mining dimensionality-reduction ethics excel gcp graph-theory hypothesis-testing integration lesson linear-algebra linear-programming linux magrittr no-coding normal-distribution number-theory probabilistic-method probability problem-solving puzzle python r reflection reinforcement-learning shiny simulation solver sports story tidyverse tutorial visualisation web-development
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