Description:
Calculates an approximation to the variance of the largest normal order statistic for a
sample of a given size. This routine is used to estimate the value of the V11 argument of
PDA_COVMAT.
Invocation
RESULT = PDA_V11( N, IFAULT )
Arguments
N = INTEGER
(Given)
The size of the order sample.
IFAULT = INTEGER (Returned)
Zero for success, otherwise
N is less than 1.
Returned Value
PDA_V11 = DOUBLE PRECISION
The required variance.
Origin
Applied Statistics / Statlib Archive
Copyright
The Royal Statistical Society.