Fast computation by block permanents of cumulative distribution functions of order statistics from several populations

Abstract

The joint cumulative distribution function for order statistics arising from several different populations is given in terms of the distribution function of the populations. The computational cost of the formula in the case of two populations is still exponential in the worst case, but it is a dramatic improvement compared to the general formula by Bapat and Beg. In the case when only the joint distribution function of a subset of the order statistics of fixed size is needed, the complexity is polynomial, for the case of two populations.Comment: 21 pages, 3 figure