Are there any R functions or packages that can compute distributions,
expectations, or quantiles of order statistics (or sample quantiles or
extreme values) for a given distribution such as a normal distribution?
Both exact and asymptotic calculations are of interest. I am already
aware of the 'quantile' function of 'stats'.
David
_______________________________________
David R. Bickel http://davidbickel.com
Research Scientist
Pioneer Hi-Bred International (DuPont)
Bioinformatics and Exploratory Research
7200 NW 62nd Ave.; PO Box 184
Johnston, IA 50131-0184
515-334-4739 Tel
515-334-4473 Fax
david.bickel at pioneer.com, bickel at prueba.info
This communication is for use by the intended recipient and ...{{dropped}}
On Thu, 10 Nov 2005, Bickel, David wrote:> Are there any R functions or packages that can compute distributions, > expectations, or quantiles of order statistics (or sample quantiles or > extreme values) for a given distribution such as a normal distribution? > Both exact and asymptotic calculations are of interest. I am already > aware of the 'quantile' function of 'stats'. >The density function of the order statistics is given as an example in the FAQ. This can then be integrated with integrate() to give expectations. -thomas