Computing variances and covariances of normal order statistics

DOI10.1080/03610919208813009zbMath0850.62206OpenAlexW2071039047MaRDI QIDQ4019337

Rudolph S. Parrish

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919208813009

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Numerical solutions to stochastic differential and integral equations (65C30) Statistical tables (62Q05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Estimation of means and covariances of inverse-Gaussian order statistics. ⋮ Known Mean, Unknown Maxima? Testing the Maximum Knowing Only the Mean

Cites Work

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• The simulation of spherical distributions in the Fisher-Bingham family
• Statistical Analysis of Spherical Data
• A small circle distribution on the sphere

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