SIEGEL FORMULA VIA STEIN IDENTITIES

被引：53

作者：

LIU, JS

机构：

[1] Department of Statistics, Harvard University, Cambridge

来源：

STATISTICS & PROBABILITY LETTERS | 1994年 / 21卷 / 03期

关键词：

EXPONENTIAL FAMILY; MULTIVARIATE STEIN IDENTITY; COVARIANCE WITH ORDER STATISTICS;

D O I：

10.1016/0167-7152(94)90121-X

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：

Inspired by a surprising formula in Siegel (1993), we find it convenient to compute covariances, even for order statistics, by using Stein's (1972) identities. Generalizations of Siegel's formula to other order statistics as well as other distributions are obtained along this line.

引用

页码：247 / 251

页数：5