IMSL C# Numerical Library

Ranks.GetSavageScores Method 

Gets the Savage scores. (the expected value of exponential order statistics)

public double[] GetSavageScores(
   double[] x
);

Parameters

x
A double array which contains the observations.

Return Value

A double array which contains the Savage scores for the observations in x. (the expected value of exponential order statistics)

See Also

Ranks Class | Imsl.Stat Namespace