Moments, Product Moments and Percentage Points of the Order Statistics from the Lognormal Distribution for Samples of Size Twenty and Less.
PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS
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The paper deals with order statistics of the lognormal distribution. References are given to a variety of situations where this distribution is found applicable. The moments, the product moments and the percentage points of the various order statistics are computed and tabulated for all samples of size 20 or less. The methods of computation and the accuracy of the tabulated numerical values are discussed. Application is made to the estimation of parameters of a linear transform of a standard lognormal process. Equivalently, the best linear unbiased estimates of the threshold and the mean of a three-parameter lognormal distribution can be computed from the tables of this paper. Author
- Statistics and Probability