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On order statistics from Laplace-type distributions

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  • Aly, Emad-Eldin A.A.

Abstract

We obtain the probability density function (pdf) of a single order statistic (OS) and the joint pdf of two OS based on a random sample Zii=1n from Z=UX−(1−U)Y, where U,X and Y are independent with U∼Bernoulliβ. We drive formulas for calculating the moments and the product moments of OS based on Zii=1n. We apply the obtained results to the important class of Double distributions. This class includes the Double Exponential, the Double Logistic and the Double Pareto distributions.

Suggested Citation

  • Aly, Emad-Eldin A.A., 2020. "On order statistics from Laplace-type distributions," Statistics & Probability Letters, Elsevier, vol. 160(C).
  • Handle: RePEc:eee:stapro:v:160:y:2020:i:c:s0167715220300092
    DOI: 10.1016/j.spl.2020.108706
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    References listed on IDEAS

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    1. N. Balakrishnan & Z. Govindarajulu & K. Balasubramanian, 1993. "Relationships between moments of two related sets of order statistics and some extensions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(2), pages 243-247, June.
    2. Nadarajah, Saralees & Afuecheta, Emmanuel & Chan, Stephen, 2013. "A double generalized Pareto distribution," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2656-2663.
    3. Nadarajah, Saralees, 2008. "Explicit expressions for moments of order statistics," Statistics & Probability Letters, Elsevier, vol. 78(2), pages 196-205, February.
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