A SHORT NOTE ON THE EIGENVALUES OF A PARTICULAR MATRIX

Abstract

An exact expression for the eigenvalues of the covariance matrix of order statistics from a discrete uniform distribution over the integers ${1, ..., N}$ under a scheme of sampling without replacement  is presented. The result is useful for computing the asymptotic distribution of certain type of statistics and it is illustrated by means of an example. Received: September 19, 2023Accepted: October 17, 2023