Series approximations for moments of order statistics using \texttt{MAPLE}. (Q5958584)
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scientific article; zbMATH DE number 1715596
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English | Series approximations for moments of order statistics using \texttt{MAPLE}. |
scientific article; zbMATH DE number 1715596 |
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Series approximations for moments of order statistics using \texttt{MAPLE}. (English)
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3 March 2002
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In this paper, we present a series of \texttt{MAPLE} procedures that will approximate the means, variances, and covariances of order statistics from any continuous population using series approximations in the form of \textit{F. N. David} and \textit{N. L. Johnson}'s [Biometrika 41, 228--240 (1954; Zbl 0055.13004)] approximation. These procedures will allow one to improve upon the accuracy of David and Johnson's approximation by extending the series to include higher order terms.
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Order statistics
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Mean
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Variance
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Covariance
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Taylor series
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