Order Statistics

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9780471389262: Order Statistics
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A completely revised and expanded edition of a classic resource

In the over twenty years since the publication of the SecondEdition of Order Statistics, the theories and applications of thisdynamic field have changed markedly. Meeting the challenges anddemands of today’s students and research community, authorsH. A. David and H. N. Nagaraja return with a completely revised andupdated Order Statistics, Third Edition.

Chapters two through nine of this comprehensive volume deal withfinite-sample theory, with individual topics grouped underdistribution theory (chapters two through six) and statisticalinference (chapters seven through nine). Chapters ten and elevencover asymptotic theory for central, intermediate, and extremeorder statistics, representing twice the coverage of this subjectthan the previous edition. New sections include:

  • Stochastic orderings
  • Characterizations
  • Distribution-free prediction intervals
  • Bootstrap estimations
  • Moving order statistics
  • Studentized range
  • Ranked-set sampling
  • Estimators of tail index

The authors further explain application procedures for manydata-analysis techniques and quality control. An appendix providesa guide to related tables and computer algorithms. Extensiveexercise sets have been updated since the last edition. In spite ofmany eliminations, the total number of references has increasedfrom 1,000 to 1,500.

Expanded coverage of shortcut methods, robust estimation, lifetesting, reliability, L-statistics, and extreme-value theorycomplete this one-of-a-kind resource. Students and researchers oforder statistics will appreciate this updated and thoroughedition.

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From the Inside Flap:

This volume is a unified, thoroughly updated treatment of both the theory and applications of ordered random variables and functions thereof. Familiar examples of such order statistics are the extremes, the range, the extreme-deviate, and the studentized range. The text provides systematic development of the distribution theory of order statistics for discrete as well as continuous populations. Important applications covered include procedures for the treatment of outliers and other techniques commonly placed under the heading of data analysis. Short-cut methods, robust estimation, lifetesting, reliability, and extreme-value theory are all dealt with. Also, this latest edition features new material on order statistics for independent nonidentically distributed variates, linear functions of order statistics (in finite samples), concomitants of order statistics, and testing for outliers from a regression model. The section on robust estimation has been greatly expanded and much of the material on asymptotic theory of order statistics has been completely rewritten. Many exercises, most with an indication of source in the literature, an extensive, expanded set of references on all aspects of the subject, and a guide to the numerous tables that are essential for the ready use of the methodology, complement the text. Order Statistics, 2nd Edition continues to provide up-to-date, comprehensive treatment of this growing field. Statisticians, graduate students and users of statistics throughout academia, industry and government will find this a most valuable guide to the theory, methodology, applications, and original literature of order statistics.

About the Author:

H. A. DAVID, PhD, is a Distinguished Professor Emeritus inthe Department of Statistics at Iowa State University. He hasauthored over 100 publications, including the Second Edition ofOrder Statistics.

H. N. NAGARAJA, PhD, is a professor in the Departments ofStatistics and Internal Medicine at The Ohio State University. Hecoedited, along with P. K. Sen and D. F. Morrison, StatisticalTheory and Applications: Papers in Honor of H. A. David, andcoauthored, along with B. C. Arnold and N. Balakrishnan,Records.

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9780471196754: Order Statistics (Probability & Mathematical Statistics)

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