Journal article
Series approximations for moments of order statistics using MAPLE
Abstract
In this paper, we present a series of Maple procedures that will approximate the means, variances, and covariances of order statistics from any continuous population using series approximations in the form of David and Johnson's (Biometrika 41 (1954) 228–240) approximation. These procedures will allow one to improve upon the accuracy of David and Johnson's approximation by extending the series to include higher order terms.
Authors
Childs A; Balakrishnan N
Journal
Computational Statistics & Data Analysis, Vol. 38, No. 3, pp. 331–347
Publisher
Elsevier
Publication Date
1 2002
DOI
10.1016/s0167-9473(01)00042-1
ISSN
0167-9473