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The Simulation of Order Statistics from Life Distributions
Author(s) -
Newby M. J.
Publication year - 1979
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347202
Subject(s) - statistics , order statistic , order (exchange) , econometrics , statistical physics , computer science , mathematics , economics , physics , finance
S ummary The conditional distributions of order statistics for samples of size n are expressed in terms of the cumulative hazard function. The results are used to construct an algorithm for the sampling of order statistics in simulation models.