The Covariance Matrix of Normal Order Statistics

Abstract

An approximation is given to calculate V, the covariance matrix for normal order statistics. The approximation gives considerable improvement over previous approximations, and the computing algorithm is available from the authors.

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Document Details

Document Type
Technical Report
Publication Date
Feb 21, 1978
Accession Number
ADA053857

Entities

People

  • C. S. Davis
  • M. A. Stephens

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Covariance
  • Data Science
  • Errors
  • Identities
  • Information Science
  • Military Research
  • New York
  • Normal Distribution
  • Order Statistics
  • Statistical Analysis
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics