Some Order Statistic Distributions for Samples of Size Four
Walsh, John E.
Ann. Math. Statist., Tome 17 (1946) no. 4, p. 246-248 / Harvested from Project Euclid
Let $x_1, x_2, x_3, x_4$ represent the values of a sample of size four drawn from a normal population. There is no loss of generality in assuming that the distribution function of this population has zero mean and unit vriance. Denote it by $N(0, 1)$. Let $x_(i)$ be the ith largest of $x_1, x_2, x_3, x_4$. The purpose of this note is to determine the joint distribution of $x{(4)} + x_{(3)} - x_{(2)} - x_{(1)}, x_{(4)} - x_{(3)} + x_{(2)} -x_{(1)}$, and $x_{(4)} - x_{(3)} - x_{(2)} + x_{(1)}$, and derive from this joint distribution the joint distributions of these statistics taken in pairs, also the distribution of each statistic itself.
Publié le : 1946-06-14
Classification: 
@article{1177730988,
     author = {Walsh, John E.},
     title = {Some Order Statistic Distributions for Samples of Size Four},
     journal = {Ann. Math. Statist.},
     volume = {17},
     number = {4},
     year = {1946},
     pages = { 246-248},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177730988}
}
Walsh, John E. Some Order Statistic Distributions for Samples of Size Four. Ann. Math. Statist., Tome 17 (1946) no. 4, pp.  246-248. http://gdmltest.u-ga.fr/item/1177730988/