Moments of the Selection Differential from Exponential and Uniform Parents

Douglas M. Andrews

Chapter 7 in Statistical Theory and Applications, 1996, pp 67-80 from Springer

Abstract: Abstract The selection differential, D, is the standardized difference between the average of the top k out of n order statistics and the population mean. Explicit expressions are derived for the first four moments of D from exponential and uniform parent distributions; the moments of D from a normal parent are approximated by simulation. These moments are then used to examine the transition from D’s finite-sample distribution to its asymptotic distribution for the ‘quantile’ case in which k/n, the proportion of observations selected, is held constant as n increases.

Keywords: Order statistics; quantile; asymptotic distribution (search for similar items in EconPapers)
Date: 1996
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DOI: 10.1007/978-1-4612-3990-1_7

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