MOMENTS OF VARIABLES SUMMING TO NORMAL ORDER-STATISTICS

被引：5
|
作者：
SONG, RG
BUCHBERGER, SG
DEDDENS, JA
机构：
[1] UNIV CINCINNATI,DEPT MATH SCI,CINCINNATI,OH 45221
[2] UNIV CINCINNATI,DEPT CIVIL & ENVIRONM ENGN,CINCINNATI,OH 45221
来源：
STATISTICS & PROBABILITY LETTERS | 1992年 / 15卷 / 03期
关键词：
CORRELATION; ORDER STATISTICS; NORMAL DISTRIBUTION;
D O I：
10.1016/0167-7152(92)90190-G
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We derive means, variances and covariances of components of normal order statistics obtained from a linear combination of several independent normal random variables. This work stems from a problem in hydrology concerning the frequency of extreme lake levels.
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页码：203 / 208
页数：6
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