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Using algebraic software to compute the moments of order statistics

โœ Scribed by Corrado Provasi

Publisher
Springer US
Year
1996
Tongue
English
Weight
565 KB
Volume
9
Category
Article
ISSN
1572-9974

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โœฆ Synopsis

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 generalised least-squares estimates of the location and scale parameters of the extreme-value distribution.

๐Ÿ“œ SIMILAR VOLUMES

Computing the moments of order statistic
Computing the moments of order statistics from nonidentically distributed phase-type random variables
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