Abstract
The selection differential, D, is the standardized difference between the average of the top k out of n order statistics and the population mean. Explicit expressions are derived for the first four moments of D from exponential and uniform parent distributions; the moments of D from a normal parent are approximated by simulation. These moments are then used to examine the transition from D’s finite-sample distribution to its asymptotic distribution for the ‘quantile’ case in which k/n, the proportion of observations selected, is held constant as n increases.
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© 1996 Springer-Verlag New York, Inc.
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Andrews, D.M. (1996). Moments of the Selection Differential from Exponential and Uniform Parents. In: Nagaraja, H.N., Sen, P.K., Morrison, D.F. (eds) Statistical Theory and Applications. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3990-1_7
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DOI: https://doi.org/10.1007/978-1-4612-3990-1_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-8462-8
Online ISBN: 978-1-4612-3990-1
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