Displaying similar documents to “Moments of order statistics of the Generalized T Distribution”

Evaluations of expected generalized order statistics in various scale units

Erhard Cramer, Udo Kamps, Tomasz Rychlik (2002)

Applicationes Mathematicae

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We present sharp upper bounds for the deviations of expected generalized order statistics from the population mean in various scale units generated by central absolute moments. No restrictions are imposed on the parameters of the generalized order statistics model. The results are derived by combining the unimodality property of the uniform generalized order statistics with the Moriguti and Hölder inequalities. They generalize evaluations for specific models of ordered observations. ...

A note on order statistics from symmetrically distributed samples

Marek Kałuszka, Andrzej Okolewski (2011)

Applicationes Mathematicae

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We present a first moment distribution-free bound on expected values of L-statistics as well as properties of some numerical characteristics of order statistics, in the case when the observations are possibly dependent symmetrically distributed about the common mean. An actuarial interpretation of the presented bound is indicated.

Five Turning Points in the Historical Progress of Statistics - My Personal Vision

von Collani, Elart (2014)

Serdica Journal of Computing

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Statistics has penetrated almost all branches of science and all areas of human endeavor. At the same time, statistics is not only misunderstood, misused and abused to a frightening extent, but it is also often much disliked by students in colleges and universities. This lecture discusses/covers/addresses the historical development of statistics, aiming at identifying the most important turning points that led to the present state of statistics and at answering the questions “What went...

Characterizations of the distribution of the Demmel condition number of real Wishart matrices

M. Shakil, M. Ahsanullah (2016)

Special Matrices

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The Demmel condition number is an indicator of the matrix condition, and its properties have recently found applications in many practical problems, such as in MIMO communication systems, in the analytical prediction of level-crossing and fade duration statistics of Rayleigh channels, and in spectrum sensing for cognitive radio systems, among others. As the characterizations of a probability distribution play an important role in probability and statistics, in this paper we study the...

Bootstrap method for central and intermediate order statistics under power normalization

Haroon Mohamed Barakat, E. M. Nigm, O. M. Khaled (2015)

Kybernetika

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It has been known for a long time that for bootstrapping the distribution of the extremes under the traditional linear normalization of a sample consistently, the bootstrap sample size needs to be of smaller order than the original sample size. In this paper, we show that the same is true if we use the bootstrap for estimating a central, or an intermediate quantile under power normalization. A simulation study illustrates and corroborates theoretical results.