On the Order Statistics of Standard Normal-Based Power Method Distributions
Author(s) -
Todd C. Headrick,
Mohan D. Pant
Publication year - 2012
Publication title -
isrn applied mathematics
Language(s) - English
Resource type - Journals
eISSN - 2090-5572
pISSN - 2090-5564
DOI - 10.5402/2012/945627
Subject(s) - order statistic , statistics , remainder , sample (material) , mathematics , sample size determination , order (exchange) , distribution (mathematics) , power (physics) , normal distribution , econometrics , arithmetic , mathematical analysis , economics , physics , finance , quantum mechanics , chemistry , chromatography
This paper derives a procedure for determining the expectations of order statistics associated with the standard normal distribution () and its powers of order three and five (3 and 5). The procedure is demonstrated for sample sizes of ≤9. It is shown that 3 and 5 have expectations of order statistics that are functions of the expectations for and can be expressed in terms of explicit elementary functions for sample sizes of ≤5. For sample sizes of =6,7 the expectations of the order statistics for , 3, and 5 only require a single remainder term.
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