ORDER-STATISTICS FROM EXTREME VALUE DISTRIBUTION .1. TABLES OF MEANS, VARIANCES AND COVARIANCES

被引：25

作者：

BALAKRISHNAN, N ^{[1
]}

CHAN, PS ^{[1
]}

机构：

[1] MCMASTER UNIV,DEPT MATH & STAT,HAMILTON L8S 4K1,ONTARIO,CANADA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1992年 / 21卷 / 04期

基金：

加拿大自然科学与工程研究理事会;

关键词：

ORDER STATISTICS; EXTREME VALUE DISTRIBUTION; LOCATION AND SCALE PARAMETERS; BEST LINEAR UNBIASED ESTIMATOR; TYPE-II CENSORED SAMPLES;

D O I：

10.1080/03610919208813073

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let X1, X2, ... , X(n) be a random sample of size n from an extreme value distribution and X1:n less-than-or-equal-to X2:n ... less-than-or-equal-to X(n:n) be the order statistics obtained from this sample. Tables of the means, variances, and covariances of the order statistics for samples of size n are given for n = 1(1)15(5)30. The computational formulae and procedure used and some checks employed are explained.

引用

页码：1199 / 1217

页数：19

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