Measures of local variation in a distribution: Expected length of spacings and variances of order statistics
Two measures of variation about the rth order statistic Xr:n are studied: the expected value of the spacing Xr+1:n −Xr:n and the variance of Xr:n. The nature of the dependence of these measures on r, for n fixed, is examined for various classes of distributions. In the case of the variance of Xr:n t...
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Veröffentlicht in: | Biometrika 1982-04, Vol.69 (1), p.227-232 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | Two measures of variation about the rth order statistic Xr:n are studied: the expected value of the spacing Xr+1:n −Xr:n and the variance of Xr:n. The nature of the dependence of these measures on r, for n fixed, is examined for various classes of distributions. In the case of the variance of Xr:n the situations considered are supplemented by some asymptotic results. |
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ISSN: | 0006-3444 1464-3510 |
DOI: | 10.1093/biomet/69.1.227 |