The distribution of the spacing, or the difference between consecutive order statistics, is known only for uniform and exponential random variates. We add here logistic and Gumbel variates, and present an estimator for distributions with a known inverse cumulative density function. We show the estimator is accurate to the limit of numerical simulations for points near the middle of the order statistics, but degrades by up to 20% in the tails.
翻译:对于均匀分布和指数分布随机变量,其间距(即连续顺序统计量之间的差值)的分布是已知的。本文进一步补充了逻辑分布和耿贝尔分布随机变量的结果,并提出了一种适用于已知逆累积密度函数的分布的估计器。我们证明,该估计器在顺序统计量中段附近点的估计精度达到了数值模拟的极限,但在尾部区域的精度会下降高达20%。