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Symbolic computing the exact distributions of L-statistics from a uniform distribution
Authors:T Ramallingam
Institution:(1) Division of Statistics, Northern Illinois University, 60115 DeKalb, IL, U.S.A.
Abstract:The exact probability density function of linear combinations of k=k(n) order statistics selected from the whole order statistics (L-statistic) based on a random sample of size n from the uniform distribution on 0, 1] was derived by Matsunawa (1985, Ann. Inst. Statist. Math., 37, 1–16). As the main expression for the density function given by Matsunawa is not complete for the general situation, we first provide the corrections for this formula. Second, we propose a simple scheme involving symbolic computing for evaluating the corrected version of the density function. The cumulative distribution function and the r-th mean of his L-statistic are also derived.
Keywords:Linear combination  order statistics  uniform distribution  exact distribution  symbolic differentiation
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