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 1992
DOI
10.1080/03610919208813073
ISSN
0361-0918