Ordered random variables / Mohammad Ahsanullah, Valery B. Nevzorov.

Por: Ahsanullah, M. (Mohammad)Colaborador(es): Nevzorov, Valery B, 1946-Tipo de material: TextoTextoDetalles de publicación: Huntington, N.Y. : Nova Science Publishers, c2001. Descripción: xii, 412 p. : ill. ; 26 cmTema(s): Valor extremo, Teoría del | Estadística matemática | Variables aleatorias | Mathematical statistics | Random variables | Extreme value theory
Contenidos:
Machine generated contents note: Chapter 1 Order Statistics -- 1.1. Definitions -- 1.2. Order Statistics of Discrete Populations -- 1.3. Estimation of Parameters. -- 1.4. Order Statistics from Extended Sample -- 1.5. Miscellaneous -- References -- Chapter 2 Extremes -- 2.0. Introduction -- 2.1. Domain of Attraction -- 2.2. Asymtotic Distribution of Xn-k+, n -- 2.3. Estimation of the parameters of extreme value distribution -- References -- Chapter 3 Order Statistics Based on Cumulative Sums -- 3.1. Distributions of extreme order statistics -- 3.2. Distributions of central order statistics based on sums -- Chapter 4 Record Times and Record Values -- 4.1. Extremes and Records -- 4.2. Record indicators -- 4.3. Distributions of record times -- 4.4. Distributions of record values (continuous case) -- 4.5. Distributions of record values (discrete case) -- 4.6. Joint distributions of record times and record values -- 4.7. Moments of record times and record values -- 4.8. Asymptotic behavior of record times and record values -- 4.9. Generalizations of record times and record values -- 4.10. Nonstationary record models -- 4.11. Records in sequences of dependent random variables -- References -- Chapter 5 Induced Order Statistics and Record Values -- 5.1. Absolute order statistics -- 5.2.f-induced order statistics -- 5.3. Concomitants of order statistics -- 5.4. Concomitants of record values -- References -- Chapter 6 Generalized Order Statistics -- 6.1. Definitions and properties of generalized order statistics -- 6.2. Relationships between generalized order statistics, order -- statistics and record values -- 6.3. Characterizations of distributions by properties of generalized order -- statistics. -- References -- Index.
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Includes bibliographical references and index.

Machine generated contents note: Chapter 1 Order Statistics -- 1.1. Definitions -- 1.2. Order Statistics of Discrete Populations -- 1.3. Estimation of Parameters. -- 1.4. Order Statistics from Extended Sample -- 1.5. Miscellaneous -- References -- Chapter 2 Extremes -- 2.0. Introduction -- 2.1. Domain of Attraction -- 2.2. Asymtotic Distribution of Xn-k+, n -- 2.3. Estimation of the parameters of extreme value distribution -- References -- Chapter 3 Order Statistics Based on Cumulative Sums -- 3.1. Distributions of extreme order statistics -- 3.2. Distributions of central order statistics based on sums -- Chapter 4 Record Times and Record Values -- 4.1. Extremes and Records -- 4.2. Record indicators -- 4.3. Distributions of record times -- 4.4. Distributions of record values (continuous case) -- 4.5. Distributions of record values (discrete case) -- 4.6. Joint distributions of record times and record values -- 4.7. Moments of record times and record values -- 4.8. Asymptotic behavior of record times and record values -- 4.9. Generalizations of record times and record values -- 4.10. Nonstationary record models -- 4.11. Records in sequences of dependent random variables -- References -- Chapter 5 Induced Order Statistics and Record Values -- 5.1. Absolute order statistics -- 5.2.f-induced order statistics -- 5.3. Concomitants of order statistics -- 5.4. Concomitants of record values -- References -- Chapter 6 Generalized Order Statistics -- 6.1. Definitions and properties of generalized order statistics -- 6.2. Relationships between generalized order statistics, order -- statistics and record values -- 6.3. Characterizations of distributions by properties of generalized order -- statistics. -- References -- Index.

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