Journal article
Further Results on Order Statistics Generated by Two Simulation Methods
Abstract
Uniform order statistics generated by two simulation methods are compared by means of Pitman’s measure of closeness. This measure, as a probability, is shown to be asymptotically 1/2. Some results are also established for fixed points of the cumulative distribution function (CDF) for a uniform order statistic. These fixed points are important for calculations involving the joint distribution of these order statistics.
Authors
Volterman W; Cramer E; Davies KF; Balakrishnan N
Journal
Communications in Statistics - Simulation and Computation, Vol. 43, No. 10, pp. 2732–2743
Publisher
Taylor & Francis
Publication Date
November 26, 2014
DOI
10.1080/03610918.2013.769596
ISSN
0361-0918