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Order Statistics,10.1007/978-0-387-39940-9_3221

Order Statistics   (Citations: 2000)
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Published in 2009.
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    • ...By equation (2.2.5) of David and Nagaraja (2003), the increment n+1 n is independent of...
    • ...11We will use the probability density function of k for k = 1;:::;N given = . k is just the kth order statistic of a sample of N independent identically distributed exponential random variables with parameter 2f L; Hg. Let F and f denote the cumulative distribution function and probability density function respectively of an exponential random variable with parameter . By equation (2.1.2) of David and Nagaraja (2003) the probability ...

    Barney Hartman-Glaseret al. Optimal securitization with moral hazard

    • ...Kamps (1995) introduced the idea of the generalized order statistics (GOS) to unify several important concepts such as ordinary order statistics (OOS) (Arnold and Balakrishnan, 1989; Arnold et al, 1992; Balakrishnan and Cohen, 1991; David, 1981); sequential order statistics (SOS) (Cramer and Kamps, 1996, 7); ordering via truncated distributions, censoring schemes, record values (Ahsanullah, 1995; Nevzorov, 1987); and progressive Type II censored sample (Balakrishnan and Aggarwala, 2000; Balakrishnan, 2007)...

    M. M. Mohie El-Dinet al. Two-Sample Bayesian Prediction Intervals of Generalized Order Statisti...

    • David and Nagaraja (2003, Chapter 6), the probability density function of
    Robin Genuer. Variance reduction in purely random forests
    • ...To evaluate the performance of the discordancy test David (1981) and Barnett and Lewis (1994) described the different performance criteria in presence of a single and multiple outliers in the sample...

    Nirpeksh Kumaret al. Testing for Upper Outliers in Gamma Sample

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