Accession Number:

AD0760292

Title:

A Note on the Covariance of the Order Statistics.

Descriptive Note:

Technical rept.,

Corporate Author:

CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1972-07-12

Pagination or Media Count:

8.0

Abstract:

Some properties are given of the covariance matrix of the vector of order statistics in a sample from a given distribution. The generalized variance of the vector of order statistics is compared with the variance of the given distribution. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE