Hermite interpolation polynomials and distributions of ordered data |
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Authors: | Erhard Cramer |
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Institution: | Institute of Statistics, RWTH Aachen University, D-52056 Aachen, Germany |
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Abstract: | It is shown that density functions of generalized order statistics can be interpreted as divided differences. Moreover, it turns out that the cumulative distribution functions can be understood as a certain Hermite interpolation polynomial evaluated at the origin. The particular cases of order statistics and record values lead to a Lagrange interpolation polynomial and a Taylor polynomial, respectively. |
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