Moments of variables summing to normal order statistics
โ Scribed by Ruiguang Song; Steven G. Buchberger; James A. Deddens
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 317 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
A general result for obtaining recurrence relations between single moments of order statistics is obtained and has been used to establish the recurrence relations between moments of some doubly truncated distributions. The examples considered are Weibull, exponential, Pareto, power function, Cauchy,