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
โฆ LIBER โฆ
Computing the moments of order statistics from nonidentical random variables
โ Scribed by H. M. Barakat; Y. H. Abdelkader
- Publisher
- Springer
- Year
- 2004
- Tongue
- English
- Weight
- 138 KB
- Volume
- 13
- Category
- Article
- ISSN
- 1613-981X
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Here we examine using the algebraic software Mathematica for computing the moments of the order statistics of several frequently used distribution functions, specifically those for the extremevalue, Weibull, double Weibull, logistic and Cauchy distributions. These are illustrated in obtaining the ge