Some asymptotic expansions of moments of order statistics
Series expansions of moments of order statistics are obtained from expansions of the inverse of the distribution function. They are valid for certain types of distributions with regularly varying tails. We show that the expansions converge quickly when the sample size is moderate to large, and we obtain bounds on the rate of convergence. The special case of the Cauchy distribution is treated in more detail.
Year of publication: |
1978
|
---|---|
Authors: | Hall, Peter |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 7.1978, 3, p. 265-275
|
Publisher: |
Elsevier |
Keywords: | order statistics moments asymptotic expansions Cauchy distribution |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Technopoles of the world : the making of 21st century industrial complexes
Castells, Manuel, (1994)
-
Hall, Peter, (1994)
-
Estimating a bivariate density when there are extra data on one or both components
Hall, Peter, (2005)
- More ...