Asymptotic Properties of Covariance Matrices for Order Statistics.

Asymptotic Properties of Covariance Matrices for Order Statistics.

Active / Technical Report | Accession Number: ADA013430 |

Abstract:

The asymptotic eigenvectors and eigenvalues of V, the covariance matrix of order statistics, are examined, and are given for the case where the parent population is normal or uniform. It is shown how these might be used in developing a model for goodness-of-fit tests. Some approximations are given for certain functions of V and m, the expected value vector for order statistics, which arise in test for normality.

Author(s):

Stephens, M. A.

Author Organization(s):

STANFORD UNIV CALIF DEPT OF STATISTICS

Descriptive Note:

Technical rept.,

Pagination:

0016

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:

Approved For Public Release

RECORD

Collection: TR

Identifying Numbers

Report Number(s):

TR-212

Contract/Grant Number(s):

N00014-67-A-0122-0085

Project Number(s):

NR-042-267

Subject Terms

Communities of Interest:

No COI(s) Identified

Descriptor(s):

*SAMPLING, *NORMAL DENSITY FUNCTIONS, STATISTICAL TESTS, ESTIMATES, APPROXIMATION(MATHEMATICS), NORMALITY

Field(s)/Group(s):

Statistics and Probability

Keyword(s):

*Order statistics, Covariance matrices, Asymptotic normality, Goodness of fit tests

Report Date:

1974 Nov 08