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Series approximations for moments of order...
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

January 28, 2002

DOI

10.1016/s0167-9473(01)00042-1

ISSN

0167-9473

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