Order Statistics
Wiley Series in Probability and Statistics
3. Auflage August 2003
488 Seiten, Hardcover
Wiley & Sons Ltd
Kurzbeschreibung
Considerable changes have occurred in the field of order statistics in the nearly 20 years since Order Statistics, Second Edition was published. This Third Edition gives a coherent and helpful account of order statistics with applications in numerous fields including signal processing and data analysis.
This volume provides an up-to-date coverage of the theory and applications of ordered random variables and their functions.
Furthermore, it develops the distribution theory of OS systematically.
Applications include procedures for the treatment of outliers and other data analysis techniques.
Even when chapter and section headings are the same as in OSII, there are appreciable changes, mostly additions, with some obvious deletions. Parts of old Ch. 7, for example, are prime candidates for omission.
Appendices are designed to help collate tables, computer algorithms, and software, as well as to compile related monographs on the subject matter.
Extensive exercise sets will continue, many of them replaced by newer ones.
1. Introduction.
2. Basic Distribution Theory.
3. Expected Values and Moments.
4. Bounds and Approximations for Moments of Order Statistics.
5. The NON-IID Case.
6. Further Distribution Theory.
7. Order Statistics in Nonparametric Inference.
8. Order Statistics in Parametric Inference.
9. Short-Cut Procedures.
10. Asymptotic Theory.
11. Asymptotic Results for Functions of Order Statistics.
Appendix: Guide to Tables and Algorithms.
References.
Index.
H. N. NAGARAJA, PhD, is a professor in the Departments of Statistics and Internal Medicine at The Ohio State University. He coedited, along with P. K. Sen and D. F. Morrison, Statistical Theory and Applications: Papers in Honor of H. A. David, and coauthored, along with B. C. Arnold and N. Balakrishnan, Records.
