The entropy of ordered sequences and order statistics
β Scribed by Wong, K.M.; Chen, S.
- Book ID
- 114540440
- Publisher
- IEEE
- Year
- 1990
- Tongue
- English
- Weight
- 620 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0018-9448
- DOI
- 10.1109/18.52473
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Necessary and sufficient conditions for a given sequence of numbers {#,} to be the expectations of maximum order statistics are usually rather complicated -involving sequences of determinants. We obtain a very simple and intuitive sufficient condition: {#,} is monotonely increasing and for each k, t
Using sample quantiles, a point estimation procedure based on the maximum entropy principle is proposed. Under standard regularity conditions it is shown that these estimators are efficient and asymptotically normal. A goodness-offit test statistic is also given and its asymptotic chi-square distrib