On the Distribution of a Statistic Based on Ordered Uniform Chance Variables
Gupta, Shanti S. ; Sobel, Milton
Ann. Math. Statist., Tome 29 (1958) no. 4, p. 274-281 / Harvested from Project Euclid
The exact distribution of a statistic based on the $r$ smallest of $n$ independent observations from a unit uniform distribution is derived. In life-testing terminology, this statistic includes as special cases (i) the sum of the $r$ earliest failure times, (ii) the total observed life up to the $r$th failure, and (iii) the sum of all $n$ failure times. The density, cumulative distribution function (c.d.f.) and first four moments of the general statistic are summarized in Sec. 2. Section 3 gives the derivation of the density and c.d.f. The moments are obtained from the moment generating function in Sec. 4. Asymptotic normality under certain conditions is proved in Sec. 5 and illustrations of the rapidity of approach to normality are given in Sec. 6.
Publié le : 1958-03-14
Classification: 
@article{1177706726,
     author = {Gupta, Shanti S. and Sobel, Milton},
     title = {On the Distribution of a Statistic Based on Ordered Uniform Chance Variables},
     journal = {Ann. Math. Statist.},
     volume = {29},
     number = {4},
     year = {1958},
     pages = { 274-281},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706726}
}
Gupta, Shanti S.; Sobel, Milton. On the Distribution of a Statistic Based on Ordered Uniform Chance Variables. Ann. Math. Statist., Tome 29 (1958) no. 4, pp.  274-281. http://gdmltest.u-ga.fr/item/1177706726/