The Annals of Mathematical Statistics · 1947 · 366 citations · 0 references
Natural SciencesMathematicsProbability TheoryStatistical ComputingStatisticsDescriptive StatisticsInferential StatisticsOrder StatisticsStatistical AnalysisStatistical InferenceAsymptotic Distribution TheoryHeavy-tailed DistributionsMomentsMultivariate Order StatisticsOrder Statistic Distributions
The means, variances, and covariances for samples of size $\leq 10$ from the normal distribution, a selected long-tailed distribution, and the uniform distribution are tabled and compared with the usual asymptotic approximations. The methods of computation used and the accuracy expected are discussed. Use is made of the representation of an arbitrarily distributed variate as a monotone function of a uniformly (rectangularly) distributed variate. It is hoped that these tables will encourage experimentation with new statistical procedures.