Moments of variables summing to normal order statistics

Ruiguang Song, Steven G. Buchberger and James A. Deddens

Statistics & Probability Letters, 1992, vol. 15, issue 3, 203-208

Abstract: We derive means, variances and covariances of components of normal order statistics obtained from a linear combination of several independent normal random variables. This work stems from a problem in hydrology concerning the frequency of extreme lake levels.

Keywords: Correlation; order; statistics; normal; distribution (search for similar items in EconPapers)
Date: 1992
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