A Note on the Covariance of the Order Statistics.

Abstract

Some properties are given of the covariance matrix of the vector of order statistics in a sample from a given distribution. The generalized variance of the vector of order statistics is compared with the variance of the given distribution. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 12, 1972
Accession Number
AD0760292

Entities

People

  • Khursheed Alam

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Order Statistics
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.