The exact values of the expected values, variances and covariances of the order statistics from the cauchy distribution

DOI10.1080/00949659408811558zbMath0846.62014OpenAlexW2127639239MaRDI QIDQ4864213

D. C. Vaughan

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659408811558

zbMATH Keywords

order statisticsinfinite seriesnumerical integrationerror analysislocationCauchy distributiontype II censoringscalecovariancesexpected valuesvariances

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items (4)

NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS ⋮ ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS ⋮ Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions ⋮ Estimating parameters in autoregressive models in non-normal situations: symmetric innovations

Cites Work

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• A new method of estimation for location and scale parameters
• On the tiku-suresh method of estimation
• Expected values, variances and covariances of order statistics for student's t-distribution with two degrees of freedom
• On the unimodality of the likelihood for the Cauchy distribution
• Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
• Order Statistics Estimators of the Location of the Cauchy Distribution
• Linear Estimation of the Location and Scale Parameters of the Cauchy Distribution Based on Sample Quantiles
• On Moments of Order Statistics and Quasi-ranges from Normal Populations
• A Note on Estimation from a Cauchy Sample

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