Fractional Order Statistics, with Applications
作者:
StephenM. Stigler,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1977)
卷期:
Volume 72,
issue 359
页码: 544-550
ISSN:0162-1459
年代: 1977
DOI:10.1080/01621459.1977.10480611
出版商: Taylor & Francis Group
关键词: Dirichlet process;Order statistics;Quantiles;Laplace;Yule process;Censored data
数据来源: Taylor
摘要:
Based upon Ferguson's Dirichlet process, we introduce an order-statistic process, a technical device which may be viewed as defining a continuum of fractional order statistics for any sample size. The order-statistic process provides an alternative to the quantile function essentially based on stochastic rather than linear interpolation. Its use in large-sample theory is suggested, and a simple proof is given that the order-statistic process, suitably normalized, converges to a Gaussian process. Applications to small-sample theory and to the passage-time distribution of Yule processes are also considered, and a class of censored-data problems is related to mixtures of these processes.
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