On Fri, 22 Mar 2013 09:31:53 -0700 Bert Gunter
wrote:
> Well...
>
> On Fri, Mar 22, 2013 at 8:20 AM, Ranjan Maitra <
> maitra.mbox.igno...@inbox.com> wrote:
>
> > I don't believe that you necessarily need to use simulation for this.
> > But you do need numerical integration. Here is a skeletal
Well...
On Fri, Mar 22, 2013 at 8:20 AM, Ranjan Maitra <
maitra.mbox.igno...@inbox.com> wrote:
> I don't believe that you necessarily need to use simulation for this.
> But you do need numerical integration. Here is a skeletal approach.
>
> Calculate the density (distribution) of the order statis
Thank you!
Hanna
2013/3/22 Ranjan Maitra
> I don't believe that you necessarily need to use simulation for this.
> But you do need numerical integration. Here is a skeletal approach.
>
> Calculate the density (distribution) of the order statistics of a
> multivariate sample. Then since the u
I don't believe that you necessarily need to use simulation for this.
But you do need numerical integration. Here is a skeletal approach.
Calculate the density (distribution) of the order statistics of a
multivariate sample. Then since the underlying distribution is
multivariate normal, use a mult
Yes. What I meant is "the distribution of order statistics from a
non-iid sample of a (normal) distribution with specified sample
covariance matrix".
Thanks for the idea of simulation. I guess there is no other way
around.
Hanna
2013/3/22 Bert Gunter
> As you suggest, Ted, it appears fro
As you suggest, Ted, it appears from the question that the OP really means
"order statistics of a sample of 10 from the distribution." So what she
appears to want is the distribution of order statistics from a non-iid
sample of a (normal) distribution with specified sample covariance matrix.
The
On 22-Mar-2013 13:02:25 li li wrote:
> Thank you all for the reply.
>
> One example of my question is as follows.
>
> Suppose X1, ..., X10 has multivariate normal distribution
> and X(1), ..., X(10) are the corresponding order statistics.
>
> My question is that whether there is a R function tha
Thank you all for the reply.
One example of my question is as follows.
Suppose X1, ..., X10 has multivariate normal distribution
and X(1), ..., X(10) are the corresponding order statistics.
My question is that whether there is a R function that would
help compute the c which satisfies
P(X(4)
>
Hello,
Em 21-03-2013 21:42, Albyn Jones escreveu:
R^n for n > 1 is not an ordered set.
Theorem. All sets are well ordered.
(This theorem is equivalent to the Axiom of Choice.)
Rui Barradas
albyn
On Thu, Mar 21, 2013 at 02:32:44PM -0700, David Winsemius wrote:
On Mar 21, 2013, at 1:44 PM
R^n for n > 1 is not an ordered set.
albyn
On Thu, Mar 21, 2013 at 02:32:44PM -0700, David Winsemius wrote:
>
> On Mar 21, 2013, at 1:44 PM, li li wrote:
>
> > Hi all,
> > Is there an R function that computes the probabilty or quantiles of
> > order statistics of multivariate normal?
> > Thank
On Mar 21, 2013, at 1:44 PM, li li wrote:
> Hi all,
> Is there an R function that computes the probabilty or quantiles of
> order statistics of multivariate normal?
> Thank you.
There is an mvtnorm package. I don't know what you mean by "quantiles of order
statistics of multivariate normal", t
Hi all,
Is there an R function that computes the probabilty or quantiles of
order statistics of multivariate normal?
Thank you.
Hanna
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/
12 matches
Mail list logo
