On the Exact Evaluation of the Variances and Covariances of Order Statistics in Samples from the Extreme-Value Distribution
Lieblein, Julius
Ann. Math. Statist., Tome 24 (1953) no. 4, p. 282-287 / Harvested from Project Euclid
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This paper develops explicit closed formulas for the covariances of order statistics in samples from the extreme-value distribution which involve only tabulated functions. Such results do not appear to have been given previously. They have been used in an investigation of the estimation of extreme-value parameters by means of order statistics which will be presented in a fuller report to be submitted to the National Advisory Committee for Aeronautics.
Publié le : 1953-06-14
Classification:  
@article{1177729034,
     author = {Lieblein, Julius},
     title = {On the Exact Evaluation of the Variances and Covariances of Order Statistics in Samples from the Extreme-Value Distribution},
     journal = {Ann. Math. Statist.},
     volume = {24},
     number = {4},
     year = {1953},
     pages = { 282-287},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729034}
}

Lieblein, Julius. On the Exact Evaluation of the Variances and Covariances of Order Statistics in Samples from the Extreme-Value Distribution. Ann. Math. Statist., Tome 24 (1953) no. 4, pp.  282-287. http://gdmltest.u-ga.fr/item/1177729034/