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Volume 41, Issue 1
Pg 1 - 96 (July 2014)

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Advances and Applications in Statistics

Advances and Applications in Statistics
Volume 41, Issue 1, Pages 1 - 9 (July 2014)

A RESULT CONCERNING QUADRATIC FORMS IN FUNCTIONS OF ORDER STATISTICS

H. F. Coronel-Brizio and A. R. Hernandez-Montoya

Abstract:

A theoretical result concerning the limiting values of quadratic forms in functions of the vector m, of expected values and the covariance matrix of the order statistics in a sample of size n from an absolutely continuous distribution F, which satisfy certain regularity conditions, is presented.

Keywords and phrases:

order statistics, normal distribution, covariance matrix, quadratic forms, asymptotics.

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P-ISSN: 0972-3617

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