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Applications of Order Statistics of Independent Nonidentically Distributed Random Variables in Estimation

โœ Scribed by SAJEEVKUMAR, N.K.; THOMAS, P. YAGEEN


Book ID
127022891
Publisher
Taylor and Francis Group
Year
2005
Tongue
English
Weight
171 KB
Volume
34
Category
Article
ISSN
0361-0926

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In this paper, we derive a recurrence relation for the single moments of order statistics (o.s.) arising from n independent nonidentically distributed phase-type (PH) random variables (r.v.'s). This recurrence relation will enable one to compute all single moments of all o.s. in a simple recursive m