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A First Course in Order Statistics

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By Barry C. Arnold, N. Balakrishnan, H. N. Nagaraja


2008 / xxvi+279 pages / Softcover / ISBN 978-0-89871-648-1/ List Price: $85.00 / SIAM Member Price: $59.50 / Outreach Price: $36.50 / Order Code CL54

Keywords: order statistics, distribution theory, statistical inference, characterizations, bounds and approximations, recurrence relations, asymptotic theory

Written in a simple style that requires no advanced mathematical or statistical background, A First Course in Order Statistics introduces the general theory of order statistics and their applications. The book covers topics such as distribution theory for order statistics from continuous and discrete populations, moment relations, bounds and approximations, order statistics in statistical inference and characterization results, and basic asymptotic theory. There is also a short introduction to record values and related statistics.

This classic text will aid readers in understanding much of the current literature on order statistics, a burgeoning field of study that is a requisite for any practicing statistician and an essential part of the training for students in statistics. The authors have updated the text with suggestions for further reading that readers may use for self-study.

This book is intended for advanced undergraduate and graduate students in statistics and mathematics, practicing statisticians, engineers, climatologists, economists, and biologists.

Preface to Classics Edition
Further Reading
Notations and Abbreviations
1. Introduction and Preview
2. Basic Distribution Theory
3. Discrete Order Statistics
4. Order Statistics from Some Specific Distributions
5. Moment Relations, Bounds, and Approximations
6. Characterizations Using Order Statistics
7. Order Statistics in Statistical Inference
8. Asymptotic Theory
9. Record Values
Author Index
Subject Index

About the Authors
Barry C. Arnold is a Distinguished Professor in the Department of Statistics at the University of California, Riverside.

N. Balakrishnan is a Professor in the Department of Mathematics and Statistics at McMaster University, Hamilton, Ontario, Canada.

H. N. Nagaraja is a Professor in the Department of Statistics at The Ohio State University, Columbus.

This book has an Outreach Price for customers ordering from countries identified as having developing economies. Please see list of countries at http://www.siam.org/membership/outreach.php#dev-list. Contact Customer Service for more information email: siambooks@siam.org.

ISBN 9780898716481

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