Order statistics from extreme value distribution,i: tables of means,variances and covariances |
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| Authors: | N Balakrishnan PS Chan |
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| Institution: | Department of Mathematics and Statistics , McMaster University , Hamilton, Ontario, L8S 4K1, Canada |
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| Abstract: | Let X1, X2, …, Xn be a random sample of size n from an extreme value distribution and X1:n less than or equal X2:n less than or equal … less than or equal Xn:n be the order statistics ob-tained from this sample. Tables of the means, variances, and covariances of the order statistics for samples of size n are given for n = 1(1)15(5)30. The computational formulae and procedure used and some checks employed are explained. |
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| Keywords: | Order statistics extreme value distribution location and scale parameters best linear unbiased estimator type-II censored samples |
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