On the exact distribution of the sum of the largest n−k out of n normal random variables with differing mean values
Statistics, 2006•Taylor & Francis
Motivated by an application in Electrical Engineering, we derive the exact distribution of the
sum of the largest n− k out of n normally distributed random variables, with differing mean
values. Comparisons are made with two normal approximations to this distribution—one
arising from the asymptotic negligibility of the omitted order statistics and one from the theory
of L-statistics. The latter approximation is found to be in excellent agreement with the exact
distribution.
sum of the largest n− k out of n normally distributed random variables, with differing mean
values. Comparisons are made with two normal approximations to this distribution—one
arising from the asymptotic negligibility of the omitted order statistics and one from the theory
of L-statistics. The latter approximation is found to be in excellent agreement with the exact
distribution.
Motivated by an application in Electrical Engineering, we derive the exact distribution of the sum of the largest n−k out of n normally distributed random variables, with differing mean values. Comparisons are made with two normal approximations to this distribution—one arising from the asymptotic negligibility of the omitted order statistics and one from the theory of L-statistics. The latter approximation is found to be in excellent agreement with the exact distribution.
Taylor & Francis Online以上显示的是最相近的搜索结果。 查看全部搜索结果