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The covariance matrix of normal order statistics

 

作者: C. S. Davis,   M. A. Stephens,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1977)
卷期: Volume 6, issue 1  

页码: 75-81

 

ISSN:0361-0918

 

年代: 1977

 

DOI:10.1080/03610917708812028

 

出版商: Marcel Dekker, Inc.

 

关键词: normal distribution;covariance matrix calculations;goodness-of-fit tests;generalized least squares

 

数据来源: Taylor

 

摘要:

An approximation is given to calculate V, the covariance matrix for normal order statistics. The approximation gives considerable improvement over previous approximations, and the computing algorithm is available from the authors.

 

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