A first course in order statistics

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Hauptverfasser: Arnold, Barry C. 1939- (VerfasserIn), Balakrishnan, Narayanaswamy 1956- (VerfasserIn), Nagaraja, Haikady N. 1954- (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Philadelphia SIAM, Society for Industrial and Applied Mathematics 2008
Ausgabe:Unabridged republ. of the work 1. publ. 1992
Schriftenreihe:Classics in applied mathematics 54
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Datensatz im Suchindex

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adam_text Contents Preface to the Classics Edition xiii Further Reading xiv Preface xv Acknowledgments xvii Notations and Abbreviations xix Errata xxiii 1. Introduction and Preview 1 1.1. Order Statistics, 1 1.2. Here, There, and Everywhere, 4 2. Basic Distribution Theory 9 2.1. Introduction, 9 2.2. Distribution of an Order Statistic, 9 2.3. Joint Distribution of Two Order Statistics, 16 2.4. Some Properties of Order Statistics, 21 2.5. Distribution of the Median, Range, and Some Other Statistics, 27 Exercises, 34 3. Discrete Order Statistics 41 3.1. Introduction, 41 3.2. Single Order Statistic, 41 3.3. Joint Probability Mass Function, 45 3.4. Dependence Structure, 48 3.5. Distribution of the Range, 50 3.6. Geometric Order Statistics, 51 3.7. Order Statistics from a Without-Repiacement Sample, 53 Exercises, 56 χ CONTENTS 4. Order Statistics from some Specific Distributions 63 4.1. Introduction, 63 4.2. Bernoulli Distribution, 63 4.3. Three-Point Distribution, 65 4.4. Binomial Distribution, 66 4.5. Poisson Distribution, 70 4.6. Exponential Distribution, 72 4.7. Uniform Distribution, 78 4.8. Logistic Distribution, 81 4.9. Normal Distribution, 86 4.10. Computer Simulation of Order Statistics, 95 Exercises, 97 5. Moment Relations, Bounds, and Approximations 107 5.1. Introduction, 107 5.2. Basic Formulas, 108 5.3. Some Identities and Recurrence Relations, 110 5.4. Universal Bounds, 120 5.5. Series Approximations, 128 Exercises, 132 6. Characterizations Using Order Statistics 141 6.1. Who Cares?, 141 6.2. The Distribution of an Order Statistic Determines the Parent Distribution, 142 6.3. Characterizations Based on Moments of Order Statistics, 143 6.4. Characterizations Based on Distributional Relationships among Order Statistics, 146 6.5. Characterizations Involving Dependency Assumptions, 153 6.6. Characterizations Involving Samples of Random Size, 155 Exercises, 157 7. Order Statistics in Statistical Inference 159 7.1. Introduction, 159 7.2. Types of Order Statistics Data, 160 7.3. Order Statistics and Sufficiency, 162 7.4. Maximum-Likelihood Estimation, 167 CONTENTS ХІ 7.5. Linear Estimation of Location and Scale Parameters, 171 7.6. Prediction of Order Statistics, 180 7.7. Distribution-Free Confidence and Tolerance Intervals, 183 7.8. Goodness-of-Fit Tests, 186 7.9. Other Applications, 189 Exercises, 194 8. Asymptotic Theory 205 8.1. Need and History, 205 8.2. Exponential Order Statistics, 207 8.3. Sample Maximum and Minimum, 208 8.4. Other Extreme Order Statistics, 217 8.5. Central and Intermediate Order Statistics, 223 8.6. Linear Functions of Order Statistics, 227 Exercises, 234 9. Record Values 241 9.1. The Hottest July 4th On Record!, 241 9.2. Definitions and Preliminary Results on Record Statistics, 242 9.3. Distribution of the nth Upper Record, 243 9.4. Distributions of Other Record Statistics, 245 9.5. Record Range, 248 9.6. Bounds on Mean Record Values, 249 9.7. Record Values in Dependent Sequences, 251 9.8. Records in Improving Populations, 252 Exercises, 254 Bibliography 259 Author Index 271 Subject Index 275
adam_txt Contents Preface to the Classics Edition xiii Further Reading xiv Preface xv Acknowledgments xvii Notations and Abbreviations xix Errata xxiii 1. Introduction and Preview 1 1.1. Order Statistics, 1 1.2. Here, There, and Everywhere, 4 2. Basic Distribution Theory 9 2.1. Introduction, 9 2.2. Distribution of an Order Statistic, 9 2.3. Joint Distribution of Two Order Statistics, 16 2.4. Some Properties of Order Statistics, 21 2.5. Distribution of the Median, Range, and Some Other Statistics, 27 Exercises, 34 3. Discrete Order Statistics 41 3.1. Introduction, 41 3.2. Single Order Statistic, 41 3.3. Joint Probability Mass Function, 45 3.4. Dependence Structure, 48 3.5. Distribution of the Range, 50 3.6. Geometric Order Statistics, 51 3.7. Order Statistics from a Without-Repiacement Sample, 53 Exercises, 56 χ CONTENTS 4. Order Statistics from some Specific Distributions 63 4.1. Introduction, 63 4.2. Bernoulli Distribution, 63 4.3. Three-Point Distribution, 65 4.4. Binomial Distribution, 66 4.5. Poisson Distribution, 70 4.6. Exponential Distribution, 72 4.7. Uniform Distribution, 78 4.8. Logistic Distribution, 81 4.9. Normal Distribution, 86 4.10. Computer Simulation of Order Statistics, 95 Exercises, 97 5. Moment Relations, Bounds, and Approximations 107 5.1. Introduction, 107 5.2. Basic Formulas, 108 5.3. Some Identities and Recurrence Relations, 110 5.4. Universal Bounds, 120 5.5. Series Approximations, 128 Exercises, 132 6. Characterizations Using Order Statistics 141 6.1. Who Cares?, 141 6.2. The Distribution of an Order Statistic Determines the Parent Distribution, 142 6.3. Characterizations Based on Moments of Order Statistics, 143 6.4. Characterizations Based on Distributional Relationships among Order Statistics, 146 6.5. Characterizations Involving Dependency Assumptions, 153 6.6. Characterizations Involving Samples of Random Size, 155 Exercises, 157 7. Order Statistics in Statistical Inference 159 7.1. Introduction, 159 7.2. Types of Order Statistics Data, 160 7.3. Order Statistics and Sufficiency, 162 7.4. Maximum-Likelihood Estimation, 167 CONTENTS ХІ 7.5. Linear Estimation of Location and Scale Parameters, 171 7.6. Prediction of Order Statistics, 180 7.7. Distribution-Free Confidence and Tolerance Intervals, 183 7.8. Goodness-of-Fit Tests, 186 7.9. Other Applications, 189 Exercises, 194 8. Asymptotic Theory 205 8.1. Need and History, 205 8.2. Exponential Order Statistics, 207 8.3. Sample Maximum and Minimum, 208 8.4. Other Extreme Order Statistics, 217 8.5. Central and Intermediate Order Statistics, 223 8.6. Linear Functions of Order Statistics, 227 Exercises, 234 9. Record Values 241 9.1. The Hottest July 4th On Record!, 241 9.2. Definitions and Preliminary Results on Record Statistics, 242 9.3. Distribution of the nth Upper Record, 243 9.4. Distributions of Other Record Statistics, 245 9.5. Record Range, 248 9.6. Bounds on Mean Record Values, 249 9.7. Record Values in Dependent Sequences, 251 9.8. Records in Improving Populations, 252 Exercises, 254 Bibliography 259 Author Index 271 Subject Index 275
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spelling Arnold, Barry C. 1939- Verfasser (DE-588)111442435 aut
A first course in order statistics Barry C. Arnold ; N. Balakrishnan ; H. N. Nagaraja
Unabridged republ. of the work 1. publ. 1992
Philadelphia SIAM, Society for Industrial and Applied Mathematics 2008
XXIII, 279 S. graph. Darst.
txt rdacontent
n rdamedia
nc rdacarrier
Classics in applied mathematics 54
Originally published: New York : Wiley, c1992
1992
Order statistics
Ordnungsstatistik (DE-588)4212486-4 gnd rswk-swf
(DE-588)4151278-9 Einführung gnd-content
Ordnungsstatistik (DE-588)4212486-4 s
DE-604
Balakrishnan, Narayanaswamy 1956- Verfasser (DE-588)122214846 aut
Nagaraja, Haikady N. 1954- Verfasser (DE-588)104268697 aut
Reproduktion von New York : Wiley, 1992 0-471-57416-3 (DE-604)BV008735857
Classics in applied mathematics 54 (DE-604)BV008258410 54
Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016563540&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle Arnold, Barry C. 1939-
Balakrishnan, Narayanaswamy 1956-
Nagaraja, Haikady N. 1954-
A first course in order statistics
Classics in applied mathematics
Order statistics
Ordnungsstatistik (DE-588)4212486-4 gnd
subject_GND (DE-588)4212486-4
(DE-588)4151278-9
title A first course in order statistics
title_auth A first course in order statistics
title_exact_search A first course in order statistics
title_exact_search_txtP ˜Aœ first course in order statistics
title_full A first course in order statistics Barry C. Arnold ; N. Balakrishnan ; H. N. Nagaraja
title_fullStr A first course in order statistics Barry C. Arnold ; N. Balakrishnan ; H. N. Nagaraja
title_full_unstemmed A first course in order statistics Barry C. Arnold ; N. Balakrishnan ; H. N. Nagaraja
title_short A first course in order statistics
title_sort a first course in order statistics
topic Order statistics
Ordnungsstatistik (DE-588)4212486-4 gnd
topic_facet Order statistics
Ordnungsstatistik
Einführung
url http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016563540&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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