Skip Navigation

Biometrika 1983 70(1):245-249; doi:10.1093/biomet/70.1.245
© 1983 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by DAVID, H. A.
Right arrow Articles by ROGERS, M. P.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Order statistics in overlapping samples, moving order statistics and U-statistics

H. A. DAVID and M. P. ROGERS

Statistical Laboratory, Iowa State University Ames, Iowa, U.S.A.

Let X1, X2, ... be a sequence of independent random variables with common distribution function F(x). Also let Xy:n(i) (i = 1,2, ...) denote the rth order statistic in (Xi..., Xi+n–1). An expression is obtained for cov (Xr:n1(1), Xs:n2(n1 + 1-c)) in terms of the first two moments of order statistics in a sample of n'=n1+n2 –c drawn from F(x). This result is used to study the behaviour of order statistics in moving samples and to unify certain results for linear functions of order statistics expressible as U-statistics.

Key Words: Linear U-statistic • Moving samples • Overlapping samples


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.