The 'demon' problem of Youden: Exponential case

Alexei Dmitrienko and Z. Govindarajulu

Journal of Applied Statistics, 1998, vol. 25, issue 4, 517-523

Abstract: We consider the problem of finding the probability of a sample mean falling above the (n - k)th-order statistic in a random sample of size n. Explicit expressions are obtained for the exponential distribution. Some applications that pertain to testing for outliers and goodness of fit are given.

Date: 1998
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DOI: 10.1080/02664769822981

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