Tables of Order Statistics of Normal Random Variables Under Linear Trend

摘要

Estimators based on order statistics are being used in cases where the randomvariables being ordered are independent, but not identically distributed. We examine one case, that of independent normal variates with means exhibiting linear trend and unit variance. For samples of size 2 to 10 we compute tables of the expectations, variances, and covariances of the order statistics for trend values from 0 to 3. Applications dealing with quality control and assessment of robustness of estimators to trend are shown.... Order statistics of nonidentical random variables, Robust estimation, Estimators under linear trend.