parentcdf: Transform CDF of Order Statistics to Its Parent CDF

In ORDER2PARENT: Estimate parent distributions with data of several order statistics

Description

Using the well relationship between the cdf of order statistic and the cdf of parent distribution, this function can transform the the cdf of order statistic to the corresponding parent cdf.

Usage

parentcdf(F.order, k, m)

Arguments

F.order	CDF of order statistic, either a scalar or a vector.
k	the rank of the order statistic
m	the size of the order statistic

Details

Use the well known relationship (David and Nagaraja, 2003) between the cdf of order statistic and the parent distribution, parentcdf will return the corresponding parent distribution.

Value

The corresponding parent distribution.

References

David, H.A., and Nagaraja, H.N. (2003): Order Statistics, Third Edition. New York: Wiley.

ORDER2PARENT documentation built on May 2, 2019, 1:50 a.m.