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Latest revision as of 00:02, 14 March 2024
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English | Ordered random variables: theory and applications |
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Ordered random variables: theory and applications (English)
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20 January 2017
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The eight chapters of this book are as follows: 1. Introduction, 2. Order statistics, 3. Record values, 4. Generalized order statistics, 5. Dual generalized order statistics, 6. Some uses of ordered random variables, 7. Characterizations of distribution, 8. Extreme value distributions. References and subject index follow at the end of the book. Chapter 2 covers topics like joint distribution, marginal distribution, and logistic distribution. Chapter 8 starts with the three types of limit distributions: Gumbel, Frechet and Weibull. It is explained in which sense all extreme value distributions converge to one of them. Publisher's description: Ordered Random Variables have attracted several authors. The basic building block of Ordered Random Variables is Order Statistics which has several applications in extreme value theory and ordered estimation. The general model for ordered random variables, known as Generalized Order Statistics has been introduced relatively recently by \textit{U. Kamps} [J. Stat. Plann. Inference 48, No. 1, 1--23 (1995; Zbl 0838.62038); A concept of generalized order statistics. Stuttgart: Teubner (1995; Zbl 0851.62035)].
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ordered random variables
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order statistics
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extreme value theory
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ordered estimation
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generalized order statistics
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limit distributions
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Gumbel
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Frechet
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Weibull
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