Accession Number : ADA185171

Title :   Quantile Based Unified Distribution of Extreme Values and Order Statistics.

Descriptive Note : Technical rept.,

Corporate Author : TEXAS A AND M UNIV COLLEGE STATION DEPT OF STATISTICS

Personal Author(s) : Parzen, Emanuel

PDF Url : ADA185171

Report Date : Jun 1987

Pagination or Media Count : 32

Abstract : This paper presents ideas leading to unified formulas for exact and asympotic distributions of central and extreme order statistics of random samples and stationary time series X(t) in terms of quantile functions Q(u), density quantile functions fQ(u), left and right hazard quantile functions hQ(u), defined to equal respectively fQ(u)/u and fQ(u)/(1-u), tail exponents, and the spectral density near zero frequency of a two-valued time series c(x(t);u), equal to 1-u or -u as X(t)Q(u) or X(t) Q(u). (Author)

Descriptors :   *STATISTICAL DISTRIBUTIONS, *ORDER STATISTICS, *RANGE(EXTREMES), VALUE, ASYMPTOTIC NORMALITY, STATIONARY, TIME SERIES ANALYSIS, RANDOM VARIABLES, CHARTS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE