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Order statistics from extreme value distribution,...
Journal article

Order statistics from extreme value distribution, i: tables of means, variances and covariances

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.

Authors

Balakrishnan N; Chan PS

Journal

Communications in Statistics - Simulation and Computation, Vol. 21, No. 4, pp. 1199–1217

Publisher

Taylor & Francis

Publication Date

January 1, 1992

DOI

10.1080/03610919208813073

ISSN

0361-0918

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