EXACT VALUES OF EXPECTED VALUES, VARIANCES AND COVARIANCES OF ORDER STATISTICS FROM THE STUDENT'S t DISTRIBUTION

Authors

  • A. Adatia

Keywords:

t distribution, order statistics, moments

Abstract

Expressions of exact moments and product moments of order statistics from the
Student's t distribution with degrees of freedom are obtained. Tables of expected
values and variances for sample size n = 20(5)30 and covariances for n =
20 when = 3 are given.

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Issue

Vol. 42 No. 2 (2008)

Section

Articles