Accession Number:

ADA053857

Title:

The Covariance Matrix of Normal Order Statistics

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1978-02-21

Pagination or Media Count:

10.0

Abstract:

An approximation is given to calculate V, the covariance matrix for normal order statistics. The approximation gives considerable improvement over previous approximations, and the computing algorithm is available from the authors.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE