Skip to main content

Order Statistics, 3rd Edition

Order Statistics, 3rd Edition

Herbert A. David, Haikady N. Nagaraja

ISBN: 978-0-471-72216-8

Jan 2005

458 pages


A completely revised and expanded edition of a classic resource

In the over twenty years since the publication of the Second Edition of Order Statistics, the theories and applications of this dynamic field have changed markedly. Meeting the challenges and demands of today’s students and research community, authors H. A. David and H. N. Nagaraja return with a completely revised and updated Order Statistics, Third Edition.

Chapters two through nine of this comprehensive volume deal with finite-sample theory, with individual topics grouped under distribution theory (chapters two through six) and statistical inference (chapters seven through nine). Chapters ten and eleven cover asymptotic theory for central, intermediate, and extreme order statistics, representing twice the coverage of this subject than the previous edition. New sections include:

  • Stochastic orderings
  • Characterizations
  • Distribution-free prediction intervals
  • Bootstrap estimations
  • Moving order statistics
  • Studentized range
  • Ranked-set sampling
  • Estimators of tail index

The authors further explain application procedures for many data-analysis techniques and quality control. An appendix provides a guide to related tables and computer algorithms. Extensive exercise sets have been updated since the last edition. In spite of many eliminations, the total number of references has increased from 1,000 to 1,500.

Expanded coverage of shortcut methods, robust estimation, life testing, reliability, L-statistics, and extreme-value theory complete this one-of-a-kind resource. Students and researchers of order statistics will appreciate this updated and thorough edition.


1. Introduction.

2. Basic Distribution Theory.

3. Expected Values and Moments.

4. Bounds and Approximations for Moments of Order Statistics.

5. The NON-IID Case.

6. Further Distribution Theory.

7. Order Statistics in Nonparametric Inference.

8. Order Statistics in Parametric Inference.

9. Short-Cut Procedures.

10. Asymptotic Theory.

11. Asymptotic Results for Functions of Order Statistics.

Appendix: Guide to Tables and Algorithms.



"…Order Statistics will continue to be the most valuable source of reference for students and researchers alike." (Journal of the American Statistical Association, September 2004)

"This book will be a useful addition to the library of any statistician. It is also a useful guide for students whose interest involves order statistics." (Technometrics, August 2004, Vol. 46, No. 3)

"…continues to be both the textbook and guide to the research literature…the authors present in detail an up-to-date account of…the basic results of the subject of order statistics." (Mathematical Reviews, 2004f)

“ up-to-date account of the basic results of the subject...” (Quarterly of Applied Mathematics, Vol. LXII, No. 1, March 2004)