On the Asymptotic Deficiency of a Test Based on a Linear Combination of Order Statistics
β Scribed by V. E. Bening
- Book ID
- 110275351
- Publisher
- Springer US
- Year
- 2001
- Tongue
- English
- Weight
- 125 KB
- Volume
- 103
- Category
- Article
- ISSN
- 1573-8795
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π SIMILAR VOLUMES
We consider an inΓΏnite sequence X 1 ; X 2 ; : : : of independent random variables having a common continuous distribution function F(x). For 1 6 i 6 n, let {X i:n } denote the ith order statistic among X 1 ; : : : ; X n . In this paper, we characterize the distributions for which the regression E((X
The sample entropy, the estimate of the entropy per observation, has been introduced by Vasicek ((1976) A test for normality based on sample entropy, J. Royal Statist. Soc. B 38, 730 -737). In this paper, we provide the sample entropy of order statistics, and present one application of the sample en