Order statistics:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Wiley
1981
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Wiley series in probability and mathematical statistics
A Wiley publication in applied statistics |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIII, 360 S. |
| ISBN: | 0471027235 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804117250737700864 |
|---|---|
| adam_text | Titel: Order statistics
Autor: David, Herbert A
Jahr: 1981
1 3 4 7 8 10 11 13 15 18 20 22 24 33 39 44 46 49 56 Contents Introduction 1.1 The subject of order statistics 1.2 The scope and limits of this book 1.3 Notation Exercises Basic distribution theory 2.1 Distribution of a single order statistic 2.2 Joint distribution of two or more order statistics 2.3 Distribution of the range and of other systematic statistics 2.4 Order statistics for a discrete parent 2.5 Distribution-free confidence intervals for quantiles 2.6 Distribution-free tolerance intervals 2.7 Conditional distributions, order statistics as a Markov chain, and characterizations 2.8 Order statistics for independent non-identically distributed variates Exercises Expected values and moments 3.1 Basic formulae 3.2 The normal case 3.3 The discrete case 3.4 Recurrence relations Exercises Bounds and approximations for moments of order statistics 4.1 Introduction xi
CONTENTS 4.2 Distribution-free bounds for the moments of order statistics and of the range 4.3 Bounds and approximations by orthogonal inverse expansion 4.4 Bounds for the expected values of order statistics in terms of quantiles of the parent distribution 4.5 Bounds in the case of dependent variates 4.6 Approximations to moments in terms of the inverse cdf and its derivatives Exercises Further distribution theory 5.1 Introduction 5.2 Studentization 5.3 Statistics expressible as maxima 5.4 Random division of an interval 5.5 Linear functions of order statistics 5.6 Order statistics for dependent variates 5.7 Concomitants of order statistics Exercises Order statistics in estimation and hypothesis testing 6.1 Introduction and basic results 6.2 Least-squares estimation of location and scale parameters by order statistics 6.3 Estimation of location and scale parameters for censored data 6.4 Life testing, with special emphasis on the exponential distribution 6.5 Robust estimation Exercises Short-cut procedures 7.1 Introduction 7.2 Quick measures of location 7.3 Range and mean range as measures of dispersion 7.4 Other quick measures of dispersion
CONTENTS Xlll 7.5 Quick estimates in bivariate samples 193 7.6 Optimal spacing of order statistics in large samples 195 7.7 Quick tests 201 7.8 Probability plotting and tests of goodness of fit 208 7.9 Quality control 211 Exercises 214 8 The treatment of outliers 8.1 The problem of outliers and slippage 218 8.2 Tests for outliers 220 8.3 Slippage tests 226 8.4 The performance of tests for outliers 232 8.5 The effect of outlier rejection on the estimation of parameters 241 8.6 Testing for outliers from a regression model and in patterned data 246 Exercises 248 9 Asymptotic theory 9.1 Introduction 252 9.2 The asymptotic joint distribution of quantiles 254 9.3 The asymptotic distribution of the extreme 258 9.4 Extreme-value theory—generalizations for iid variates 265 9.5 Extreme-value theory for dependent variates 271 9.6 The asymptotic distribution of linear functions of order statistics 273 9.7 Optimal asymptotic estimation by order statistics 276 9.8 Asymptotic theory of concomitants of order statistics 282 Exercises 284 Appendix guide to tables 287 References 299 Index 353
|
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| dewey-ones | 519 - Probabilities and applied mathematics |
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| discipline | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV002959275 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:51:25Z |
| institution | BVB |
| isbn | 0471027235 |
| language | English |
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| physical | XIII, 360 S. |
| publishDate | 1981 |
| publishDateSearch | 1981 |
| publishDateSort | 1981 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley series in probability and mathematical statistics A Wiley publication in applied statistics |
| spelling | David, Herbert A. 1925- Verfasser (DE-588)119444798 aut Order statistics H. A. David 2. ed. New York [u.a.] Wiley 1981 XIII, 360 S. txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and mathematical statistics A Wiley publication in applied statistics Non-parametrische statistiek gtt Statistiques ordonnées Order statistics Ordnungsstatistik (DE-588)4212486-4 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Statistik (DE-588)4056995-0 s DE-604 Ordnungsstatistik (DE-588)4212486-4 s 1\p DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001852676&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | David, Herbert A. 1925- Order statistics Non-parametrische statistiek gtt Statistiques ordonnées Order statistics Ordnungsstatistik (DE-588)4212486-4 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4212486-4 (DE-588)4056995-0 |
| title | Order statistics |
| title_auth | Order statistics |
| title_exact_search | Order statistics |
| title_full | Order statistics H. A. David |
| title_fullStr | Order statistics H. A. David |
| title_full_unstemmed | Order statistics H. A. David |
| title_short | Order statistics |
| title_sort | order statistics |
| topic | Non-parametrische statistiek gtt Statistiques ordonnées Order statistics Ordnungsstatistik (DE-588)4212486-4 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Non-parametrische statistiek Statistiques ordonnées Order statistics Ordnungsstatistik Statistik |
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