Abstract
In this paper, the joint pdf's of Grubbs' statistics for normal and exponential populations are obtained; and relationship between the two pdf's is established. New formulations of the first marginal pdf of Grubbs' statistics for these two populations are given; the formulation of the exponential population case is a new one. Iterative formulas for the pdf of Grubbs' statistics are also obtained.
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Hwang, TY., Hu, CY. On the joint distribution of Grubbs' statistics. Ann Inst Stat Math 46, 769–775 (1994). https://doi.org/10.1007/BF00773481
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DOI: https://doi.org/10.1007/BF00773481