Approximate Distributions of Order Statistics
Approximate Distributions of Order Statistics

Author: Rolf-Dieter Reiss

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 363

ISBN-13: 1461396204

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This book is designed as a unified and mathematically rigorous treatment of some recent developments of the asymptotic distribution theory of order statistics (including the extreme order statistics) that are relevant for statistical theory and its applications. Particular emphasis is placed on results concern ing the accuracy oflimit theorems, on higher order approximations, and other approximations in quite a general sense. Contrary to the classical limit theorems that primarily concern the weak convergence of distribution functions, our main results will be formulated in terms of the variational and the Hellinger distance. These results will form the proper springboard for the investigation of parametric approximations of nonparametric models of joint distributions of order statistics. The approxi mating models include normal as well as extreme value models. Several applications will show the usefulness of this approach. Other recent developments in statistics like nonparametric curve estima tion and the bootstrap method will be studied as far as order statistics are concerned. 1n connection with this, graphical methods will, to some extent, be explored.

A Concept of Generalized Order Statistics
A Concept of Generalized Order Statistics

Author: Udo Kamps

Publisher: Teubner Skripten zur Mathematischen Stochastik

Published: 1995

Total Pages: 220

ISBN-13:

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Order statistics and record values appear in many statistical applications and are widely used in statistical modeling and inference. Both models describe random variables arranged in order of magnitude. In addition to these well-known models, several other models of ordered random variables, known and new ones, are introduced in this book such as order statistics with non-integral sample size, sequential order statistics, k-th record values, Pfeifer' s record model, k -records from non-identical distributions and ordered random variables which arise from n truncation of distributions. These models can be effectively applied, e.g., in reliability theory. Here, an order statistic represents the life-length of some r-out-of-n-system which is an important technical structure consisting of n components. For this application, a new and more adequate model is naturally suggested. Sequential order statistics serve as a model describing certain dependencies or interactions among the system components caused by failures of components. Record values are closely connected with the occurrence times of some corresponding non-homogeneaus Poisson process and used in so lled shock models. More flexible record models, and therefore more applicable to practical situations, are considered here. The main purpose of this book is to present a concept of generalized order statistics as a unified approach to a variety of models of ordered random variables. In the distribution theoretical sense, all of the models mentioned above are contained in the proposed model of generalized order statistics.

Order Statistics
Order Statistics

Author: Herbert A. David

Publisher: John Wiley & Sons

Published: 2004-03-22

Total Pages: 482

ISBN-13: 0471654019

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This volume provides an up-to-date coverage of the theory and applications of ordered random variables and their functions. Furthermore, it develops the distribution theory of OS systematically. Applications include procedures for the treatment of outliers and other data analysis techniques. Even when chapter and section headings are the same as in OSII, there are appreciable changes, mostly additions, with some obvious deletions. Parts of old Ch. 7, for example, are prime candidates for omission. Appendices are designed to help collate tables, computer algorithms, and software, as well as to compile related monographs on the subject matter. Extensive exercise sets will continue, many of them replaced by newer ones.

Approximate Empirical Distributions for the Computation of Nonparametric Statistics
Approximate Empirical Distributions for the Computation of Nonparametric Statistics

Author: Gerald L. Sievers

Publisher:

Published: 1981

Total Pages: 33

ISBN-13:

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This paper discusses a method of approximating the value of a statistic through the use of a grouped frequency distribution. This is of particular interest for nonparametric statistics based on ranks, on the empirical distribution function or on order statistics since it avoids the process of ordering the data and can be carried out quickly, even for large sample sizes. Bounds on the error of approximation are obtained. When a natural grouping of the data exists, the approximation would be the proper statistic to use in its own right. The Wilcoxon signed-rank statistic is treated in detail and other statistics are considered. An efficient computational algorithm is presented. (Author).

Order Statistics & Inference
Order Statistics & Inference

Author: Narayanaswamy Balakrishnan

Publisher: Elsevier

Published: 2014-06-28

Total Pages: 399

ISBN-13: 1483297497

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The literature on order statistics and inferenc eis quite extensive and covers a large number of fields ,but most of it is dispersed throughout numerous publications. This volume is the consolidtion of the most important results and places an emphasis on estimation. Both theoretical and computational procedures are presented to meet the needs of researchers, professionals, and students. The methods of estimation discussed are well-illustrated with numerous practical examples from both the physical and life sciences, including sociology,psychology,a nd electrical and chemical engineering. A complete, comprehensive bibliography is included so the book can be used both aas a text and reference.

A First Course in Order Statistics
A First Course in Order Statistics

Author: Barry C. Arnold

Publisher: SIAM

Published: 2008-09-25

Total Pages: 291

ISBN-13: 0898716489

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This updated classic text will aid readers in understanding much of the current literature on order statistics: a flourishing field of study that is essential for any practising statistician and a vital part of the training for students in statistics. Written in a simple style that requires no advanced mathematical or statistical background, the book introduces the general theory of order statistics and their applications. The book covers topics such as distribution theory for order statistics from continuous and discrete populations, moment relations, bounds and approximations, order statistics in statistical inference and characterisation results, and basic asymptotic theory. There is also a short introduction to record values and related statistics. The authors have updated the text with suggestions for further reading that may be used for self-study. Written for advanced undergraduate and graduate students in statistics and mathematics, practising statisticians, engineers, climatologists, economists, and biologists.

Computational Statistics
Computational Statistics

Author: James E. Gentle

Publisher: Springer Science & Business Media

Published: 2009-07-28

Total Pages: 732

ISBN-13: 0387981446

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Computational inference is based on an approach to statistical methods that uses modern computational power to simulate distributional properties of estimators and test statistics. This book describes computationally intensive statistical methods in a unified presentation, emphasizing techniques, such as the PDF decomposition, that arise in a wide range of methods.

The Probability Lifesaver
The Probability Lifesaver

Author: Steven J. Miller

Publisher: Princeton University Press

Published: 2017-05-16

Total Pages: 752

ISBN-13: 0691149550

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The essential lifesaver for students who want to master probability For students learning probability, its numerous applications, techniques, and methods can seem intimidating and overwhelming. That's where The Probability Lifesaver steps in. Designed to serve as a complete stand-alone introduction to the subject or as a supplement for a course, this accessible and user-friendly study guide helps students comfortably navigate probability's terrain and achieve positive results. The Probability Lifesaver is based on a successful course that Steven Miller has taught at Brown University, Mount Holyoke College, and Williams College. With a relaxed and informal style, Miller presents the math with thorough reviews of prerequisite materials, worked-out problems of varying difficulty, and proofs. He explores a topic first to build intuition, and only after that does he dive into technical details. Coverage of topics is comprehensive, and materials are repeated for reinforcement—both in the guide and on the book's website. An appendix goes over proof techniques, and video lectures of the course are available online. Students using this book should have some familiarity with algebra and precalculus. The Probability Lifesaver not only enables students to survive probability but also to achieve mastery of the subject for use in future courses. A helpful introduction to probability or a perfect supplement for a course Numerous worked-out examples Lectures based on the chapters are available free online Intuition of problems emphasized first, then technical proofs given Appendixes review proof techniques Relaxed, conversational approach

Normal and Student ́s t Distributions and Their Applications
Normal and Student ́s t Distributions and Their Applications

Author: Mohammad Ahsanullah

Publisher: Springer Science & Business Media

Published: 2014-02-07

Total Pages: 163

ISBN-13: 9462390614

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The most important properties of normal and Student t-distributions are presented. A number of applications of these properties are demonstrated. New related results dealing with the distributions of the sum, product and ratio of the independent normal and Student distributions are presented. The materials will be useful to the advanced undergraduate and graduate students and practitioners in the various fields of science and engineering.