Asymptotic calculations of functions of expected values and covariances of order statistics

Abstract

AbstractSuppose m and V are respectively the vector of expected values and the covariance matrix of the order statistics of a sample of size n from a continuous distribution F. A method is presented to calculate asymptotic values of functions of m and V–1, for distributions F which are sufficiently regular. Values are given for the normal, logistic, and extreme‐value distributions; also, for completeness, for the uniform and exponential distributions, although for these other methods must be used.