STRATEGY, NONTRANSITIVE DOMINANCE AND THE EXPONENTIAL DISTRIBUTION |
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| Authors: | K S Kaminsky E M Luks P I Nelson |
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| Institution: | Inst. of Math. Stat. University of Umeå;Dept. of Computer and Inform. Science, University of Oregon;Dept. of Statistics, Pennsylvania State University |
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| Abstract: | An easily programmed recursive formula for the evaluation of the distribution function of ratios of linear combinations of independent exponential random variables is developed. This formula is shown to yield the probability that one team beats another in a contest we call the special gladiator game. This game generates tournaments which exhibit nontransitive dominance and have some surprising consequences. Similar results are obtained for a recursive formula based on the geometric distribution. |
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| Keywords: | Ratios of linear combinations Distribution Geometric |
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