Expected values, variances and covariances of order statistics for student's t-distribution with two degrees of freedom

Abstract

Formulae for computing the exact values of the expected values, variances and covariances of the order statistics of random samples of size n from a distribution related to the Student's t-distribution with two degrees of freedom are developed. Tables of these values for n[d] 20, accurate to ±0.5 × 10-9are given.