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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Biometrika 1982-04, Vol.69 (1), p.227-232
Hauptverfasser: DAVID, H. A., GROENEVELD, R. A.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
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.
ISSN:0006-3444
1464-3510
DOI:10.1093/biomet/69.1.227