Statistics[OrderStatistic] - compute order statistics
|
Calling Sequence
|
|
OrderStatistic(A, j, ds_options)
OrderStatistic(X, j, n, rv_options)
|
|
Parameters
|
|
A
|
-
|
Array; data sample
|
X
|
-
|
algebraic; random variable or distribution
|
j
|
-
|
integer; order
|
n
|
-
|
posint; sample size
|
ds_options
|
-
|
(optional) equation(s) of the form option=value where option is one of ignore, or weights; specify options for computing the OrderStatistic of a data set
|
rv_options
|
-
|
(optional) equation of the form numeric=value; specifies options for computing the OrderStatistic of a random variable
|
|
|
|
|
Description
|
|
•
|
For a data set A the OrderStatistic function computes the jth order statistic of A. For a random variable X, the OrderStatistic commands returns a new random variable which has the same distribution as the jth order statistic of an n-element sample drawn from the same distribution as X. This new random variable is independent of other random variables, including random variables created by other calls to OrderStatistic.
|
•
|
The second parameter j is the order. If j is a negative integer, then the th order statistic is calculated.
|
•
|
If the first parameter is a random variable or a distribution, the third parameter specifies the sample size.
|
|
|
Computation
|
|
•
|
By default, all computations involving random variables are performed symbolically (see option numeric below).
|
•
|
All computations involving data are performed in floating-point; therefore, all data provided must have type realcons and all returned solutions are floating-point, even if the problem is specified with exact values.
|
|
|
Data Set Options
|
|
|
The ds_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[DescriptiveStatistics] help page.
|
•
|
ignore=truefalse -- This option controls how missing data is handled by the OrderStatistic command. Missing items are represented by undefined or Float(undefined). So, if ignore=false and A contains missing data, the OrderStatistic command will return undefined. If ignore=true all missing items in A will be ignored. The default value is false.
|
•
|
weights=Vector -- Data weights. The number of elements in the weights array must be equal to the number of elements in the original data sample. By default all elements in A are assigned weight .
|
|
|
Random Variable Options
|
|
|
The rv_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[RandomVariables] help page.
|
•
|
numeric=truefalse -- By default, the order statistic is defined using exact arithmetic. To define the order statistic numerically, specify the numeric or numeric = true option.
|
|
|
Examples
|
|
>
|
|
Compute the second order statistic of a 10-element sample drawn from the normal distribution with parameters 5 and 2.
>
|
|
>
|
|
| (1) |
>
|
|
| (2) |
>
|
|
Now try the second from the right.
>
|
|
>
|
|
| (3) |
The following input is invalid.
>
|
|
Generate a random sample of size 100000 drawn from the above distribution and compute the second order statistic.
>
|
|
>
|
|
| (4) |
Compute the OrderStatistic of a weighted data set.
>
|
|
>
|
|
>
|
|
| (5) |
>
|
|
| (6) |
|
|
References
|
|
|
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
|
|
|
Download Help Document
Was this information helpful?