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Order Statistics of Independent Normal Distribution.
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Wudong Liu
Nov 16, 2007, 5:41:08 AM11/16/07
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Dear all:
Now in a project of mine, I need to obtain the mean and std of extreme
order statistics of independent normal distribution(not necessary
standard). I know this should not be a hard job. Can anyone please
give me a reference on this, where I can find some already derived
equations.
Now in a project of mine, I need to obtain the mean and std of extreme
order statistics of independent normal distribution(not necessary
standard). I know this should not be a hard job. Can anyone please
give me a reference on this, where I can find some already derived
equations.
Thank you.
Warren
David Jones
Nov 16, 2007, 8:10:41 AM11/16/07
to
You could try ...
Order Statistics by HA David and HN Nagaraja (3rd Edition, 2003, Wiley)
David Jones
zhangjy
Nov 17, 2007, 9:00:20 AM11/17/07
to
you can refer
http://home.jesus.ox.ac.uk/~clifford/a5/chap2/node8.html
http://citeseer.ist.psu.edu/136609.html (download the paper)
http://home.jesus.ox.ac.uk/~clifford/a5/chap2/node8.html
http://citeseer.ist.psu.edu/136609.html (download the paper)
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