Moments of variables summing to normal order statistics

We derive means, variances and covariances of components of normal order statistics obtained from a linear combination of several independent normal random variables. This work stems from a problem in hydrology concerning the frequency of extreme lake levels.

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Year of publication:	1992
Authors:	Song, Ruiguang ; Buchberger, Steven G. ; Deddens, James A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 3, p. 203-208
Publisher:	Elsevier
Subject:	Correlation order statistics normal distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223636