Resampling Based Non-Parametric Statistical Inferences about Distribution, Moments and Quantiles of Order Statistics

The Transactions of the XXIV International Seminar on Stability Problems for Stochastic Models 2004
Aleksandrs Andronovs, Jeļena Fiošina

A subject of consideration is the n-th order statistic U(n,k) for independent and identical distributed continuous random variables X1 , X2, ... , Xk. The problem of interest is an estimation of distribution, moments and quantiles, also construction of interval estimators based on the sample X1 , X2, ... , Xn of size n > k. The resampling method is used for this aim. The paper contains analytical analysis of this approach efficiency.

Atslēgas vārdi
order statistics, resampling methods, estimation, confidence intervals

Andronovs, A., Fiošina, J. Resampling Based Non-Parametric Statistical Inferences about Distribution, Moments and Quantiles of Order Statistics. No: The Transactions of the XXIV International Seminar on Stability Problems for Stochastic Models, Latvija, Jurmala, 10.-17. septembris, 2004. Jurmala: Transporta un sakaru institūts, 2004, 300.-3007.lpp.

Publikācijas valoda
English (en)