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Rate of convergence to the normal law of order statistics for nonidentically distributed random variables

โœ Scribed by V. B. Nevzorov


Publisher
Springer US
Year
1984
Tongue
English
Weight
401 KB
Volume
27
Category
Article
ISSN
1573-8795

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Computing the moments of order statistic
โœ Xuan Zhang; Zhenting Hou ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 234 KB

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