orderstats: Order statistics

In gk: g-and-k and g-and-h Distribution Functions

Order statistics

Description

Sample a subset of order statistics of the Uniform(0,1) distribution

Usage

orderstats(n, orderstats)

Arguments

n	Total number of independent draws
orderstats	Which order statistics to generate, in increasing order

Details

Uniform order statistics are generated by the exponential spacings method (see Ripley for example).

Value

A vector of order statistics equal in length to orderstats

References

Brian Ripley ‘Stochastic Simulation’ Wiley (1987)

Examples

orderstats(100, c(25,50,75))

gk documentation built on Aug. 10, 2023, 5:06 p.m.