Unimodality of the Distribution of an Order Statistic
Alam, Khursheed
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 2041-2044 / Harvested from Project Euclid
A distribution function $G(x)$, on the real line, is called unimodal if there exists a value $x = a$, such that $G(x)$ is convex for $x < a$ and concave for $x > a$. Given that $G(x)$ is unimodal, a condition is given for the unimodality of $G^r(x)$, where $r$ denotes a positive integer. $G^r(x)$ represents the distribution function of the largest observed value in a sample of $r$ observations from the distribution $G(x)$. Some of the standard distributions, such as, the normal, gamma, Poisson and binomial distributions satisfy the given condition. An application of the given result to a problem of estimating the largest parameter is given.
Publié le : 1972-12-14
Classification: 
@article{1177690881,
     author = {Alam, Khursheed},
     title = {Unimodality of the Distribution of an Order Statistic},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 2041-2044},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177690881}
}
Alam, Khursheed. Unimodality of the Distribution of an Order Statistic. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  2041-2044. http://gdmltest.u-ga.fr/item/1177690881/