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dc.contributor.authorArnold, Dirk V.de
dc.contributor.authorBeyer, Hans-Georgde
dc.date.accessioned2004-12-07T08:21:17Z-
dc.date.available2004-12-07T08:21:17Z-
dc.date.created2002de
dc.date.issued2003-06-04de
dc.identifier.urihttp://hdl.handle.net/2003/5430-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-15260-
dc.description.abstractIn this paper, the task of determining expected values of sample moments, where the sample members have been selected based on noisy information, is considered. Exact expressions for expected values of sums of products of concomitants of selected order statistics are derived. Then, using Edgeworth and Cornish-Fisher approximations, explicit results that depend on coefficients that can be determined numerically are obtained. While the results are exact only for normal populations, it is shown experimentally that including skewness and kurtosis in the calculations can yield greatly improved results for other distributions.en
dc.format.extent139384 bytes-
dc.format.extent214441 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/postscript-
dc.language.isoende
dc.publisherUniversität Dortmundde
dc.relation.ispartofseriesReihe Computational Intelligence ; 134de
dc.subjectConcomitants of order statisticsen
dc.subjectCornish-Fisher expansionen
dc.subjectEdgeworth approximationen
dc.subjectGaussian noiseen
dc.subjectsample momentsen
dc.subject.ddc004en
dc.titleExpected Sample Moments of Concomitants of Selected Order Statisticsen
dc.typeTextde
dc.type.publicationtypereport-
dcterms.accessRightsopen access-
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