Order Statistics in Simulation

Author(s):  
E Jack Chen

Order statistics refer to the collection of sample observations sorted in ascending order and are among the most fundamental tools in non-parametric statistics and inference. Statistical inference established based on order statistics assumes nothing stronger than continuity of the cumulative distribution function of the population and is simple and broadly applicable. We discuss how order statistics are applied in computer simulation, e.g., tests of independence, tests of goodness of fit, hypothesis tests of equivalence of means, ranking and selection, and quantiles estimation. These order-statistics techniques are key components of many simulation studies.

Author(s):  
E. Jack Chen

Order statistics refer to the collection of sample observations sorted in ascending order and are among the most fundamental tools in non-parametric statistics and inference. Statistical inference established based on order statistics assumes nothing stronger than continuity of the cumulative distribution function of the population and is simple and broadly applicable. We discuss how order statistics are applied in statistical analysis, e.g., tests of independence, tests of goodness of fit, hypothesis tests of equivalence of means, ranking and selection, and quantile estimation. These order-statistics techniques are key components of many studies.


Author(s):  
E. Jack Chen

Order statistics refer to the collection of sample observations sorted in ascending order and are among the most fundamental tools in non-parametric statistics and inference. Statistical inference established based on order statistics assumes nothing stronger than continuity of the cumulative distribution function of the population and is simple and broadly applicable. The authors discuss how order statistics are applied in statistical analysis (e.g., tests of independence, tests of goodness of fit, hypothesis tests of equivalence of means, ranking and selection, and quantile estimation). These order-statistics techniques are key components of many studies.


2018 ◽  
Vol 3 (2) ◽  
pp. 13-30
Author(s):  
E Jack Chen

Statistics are essential tools in scientific studies and facilitate various hypothesis tests, such as test administration, response scoring, data analysis, and test interpretation. Order statistics refer to the collection of sample observations sorted in ascending order and are among the most fundamental tools in non-parametric statistics and inference. Statistical inference established based on order statistics assumes nothing stronger than continuity of the cumulative distribution function of the population and is simple and broadly applicable. The authors discuss how order statistics are applied in statistical analysis, e.g., tests of independence, tests of goodness of fit, hypothesis tests of equivalence of means, ranking and selection, and quantile estimation. These order-statistics techniques are key components of many clinical studies.


1964 ◽  
Vol 7 (1) ◽  
pp. 57-63 ◽  
Author(s):  
M. Csorgo ◽  
Irwin Guttman

This paper considers the consistency of the two-sample empty cell test suggested by S. S. Wilks [2]. A description of this test is as follows: Let a sample of n1 independent observations be taken from a population whose cumulative distribution function F1(x) is continuous, but 1 otherwise unknown. Let X(1) < X(2) < … < X(n1) be their order statistics. Let a second sample of n2 observations be taken from a population whose cumulative distribution function is F2(x), assumed continuous, but otherwise unknown.


2016 ◽  
Vol 61 (3) ◽  
pp. 489-496
Author(s):  
Aleksander Cianciara

Abstract The paper presents the results of research aimed at verifying the hypothesis that the Weibull distribution is an appropriate statistical distribution model of microseismicity emission characteristics, namely: energy of phenomena and inter-event time. It is understood that the emission under consideration is induced by the natural rock mass fracturing. Because the recorded emission contain noise, therefore, it is subjected to an appropriate filtering. The study has been conducted using the method of statistical verification of null hypothesis that the Weibull distribution fits the empirical cumulative distribution function. As the model describing the cumulative distribution function is given in an analytical form, its verification may be performed using the Kolmogorov-Smirnov goodness-of-fit test. Interpretations by means of probabilistic methods require specifying the correct model describing the statistical distribution of data. Because in these methods measurement data are not used directly, but their statistical distributions, e.g., in the method based on the hazard analysis, or in that that uses maximum value statistics.


2017 ◽  
Vol 5 (1) ◽  
pp. 221-245 ◽  
Author(s):  
K. Müller ◽  
W.-D. Richter

Abstract We derive the exact distributions of order statistics from a finite number of, in general, dependent random variables following a joint ln,p-symmetric distribution. To this end,we first review the special cases of order statistics fromspherical aswell as from p-generalized Gaussian sample distributions from the literature. To study the case of general ln,p-dependence, we use both single-out and cone decompositions of the events in the sample space that correspond to the cumulative distribution function of the kth order statistic if they are measured by the ln,p-symmetric probability measure.We show that in each case distributions of the order statistics from ln,p-symmetric sample distribution can be represented as mixtures of skewed ln−ν,p-symmetric distributions, ν ∈ {1, . . . , n − 1}.


2009 ◽  
Vol 33 (1) ◽  
pp. 25-28 ◽  
Author(s):  
Lichun Jiang ◽  
John R. Brooks

Abstract Parameter prediction equations for the Weibull distribution function were developed based on four percentile functions and a parameter recovery method for longleaf pine (Pinus palustris Mill.) in Southwest Georgia. Four percentiles were expressed as functions of stand-level characteristics based on stepwise regression and seemingly unrelated regression. Using a percentile-based parameter recovery method (PCT), estimated diameter distributions were obtained from available stand-level variables. The PCT method was also compared with a cumulative distribution function (CDF) regression method. The PCT method produced consistently better goodness-of-fit statistics than the CDF method. The results indicate that diameter distribution in longleaf pine stands can be successfully characterized with the Weibull function.


Sign in / Sign up

Export Citation Format

Share Document