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Expected values, variances and covariances of order statistics for student's t-distribution with two degrees of freedom

 

作者: D.C. Vaughan,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1992）
卷期: Volume 21, issue 2  

页码: 391-404

 

ISSN:0361-0918

 

年代: 1992

 

DOI:10.1080/03610919208813025

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Formulae for computing the exact values of the expected values, variances and covariances of the order statistics of random samples of size n from a distribution related to the Student's t-distribution with two degrees of freedom are developed. Tables of these values for n[d] 20, accurate to ±0.5 × 10-9are given.

 

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