parentcdf:
Transform CDF of Order Statistics to Its Parent CDF
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
Value
The corresponding parent distribution.
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.
References
David, H.A., and Nagaraja, H.N. (2003): Order Statistics, Third Edition. New York: Wiley.