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Computing variances and covariances of normal order statistics

 

作者: Rudolph S. Parrish,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1992)
卷期: Volume 21, issue 1  

页码: 71-101

 

ISSN:0361-0918

 

年代: 1992

 

DOI:10.1080/03610919208813009

 

出版商: Marcel Dekker, Inc.

 

关键词: computation;expected values;normal order statistics;tables

 

数据来源: Taylor

 

摘要:

A technique for computation of variances and covariances of normal order statistics is presented. This method provides the means to extend the precision of and correct errors in current tables. A numerical integration approach is employed for the calculations and associated error bounds are developed. Tables were constructed for samples sizes up to M with precision as follows: 25 decimal places (d.p.) for samples sizes of 2(1)20; 20 d.p. for 21(1)30; 15 d.p. for 31(1)40; 10 d.p. for 41(1)50. A table of variances and covariances for sample sizes up to 20 and a table of product moments of normal order statistics for samples sizes of 20(10)50 are presented.

 

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