ABSTRACT
Accordingly, the least-square estimators can be calculated along with their variances and covariances from expected values of variances and co variances of order statistics from random samples from distributions of the type (1/rr)[f(x - !J-)/rr]. The means, variances, and covariances of order statistics are available for a number of distributions. Tietjen et a!. (1977) gave these results for the normal distribution. Corresponding results have been given by Barnett ( 1966) for the Cauchy distribution; by Govindarajulu (1966) for the double exponential; by Gupta et a!. (1967) for the logistic distribution; by Tiku and Kumra (1981) for Student's t distribution; by Prescott (1974) for the gamma distribution; by Balakrishnan and Kocherlakota (1985) for the double Weibull distributions; by Balakrishnan and Malik (1985) for log-logistic distributions; by Balakrishnan (1985) for the half-logistic distribution; and by David et a!. (1977) for normal distributions in the presence of outliers.
