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Explicit expressions for moments of order statistics

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  • Nadarajah, Saralees

Abstract

Explicit closed form expressions are derived for moments of order statistics from the normal, log normal, gamma and beta distributions. The usefulness of the results is illustrated through two data sets on quality control testing.

Suggested Citation

  • Nadarajah, Saralees, 2008. "Explicit expressions for moments of order statistics," Statistics & Probability Letters, Elsevier, vol. 78(2), pages 196-205, February.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:2:p:196-205
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    Citations

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    Cited by:

    1. Aly, Emad-Eldin A.A., 2020. "On order statistics from Laplace-type distributions," Statistics & Probability Letters, Elsevier, vol. 160(C).
    2. Zuber Akhter & Jagdish Saran & Kanika Verma & Narinder Pushkarna, 2022. "Moments of Order Statistics from Length-Biased Exponential Distribution and Associated Inference," Annals of Data Science, Springer, vol. 9(6), pages 1257-1282, December.
    3. Pescim, Rodrigo R. & Demétrio, Clarice G.B. & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Urbano, Mariana R., 2010. "The beta generalized half-normal distribution," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 945-957, April.
    4. MirMostafaee, S.M.T.K., 2014. "On the moments of order statistics coming from the Topp–Leone distribution," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 85-91.
    5. Ali Genç, 2012. "Moments of order statistics of Topp–Leone distribution," Statistical Papers, Springer, vol. 53(1), pages 117-131, February.
    6. Emrah ALTUN & Morad ALIZADEH & Gamze OZEL & Hüseyin TATLIDIL & Najmieh MAKSAYI, 2017. "Forecasting Value-At-Risk With Two-Step Method: Garch-Exponentiated Odd Log-Logistic Normal Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 97-115, December.
    7. Zhe Chen & F. Douglas Foster & David R. Gallagher & Adrian D. Lee & Steven Cahan, 2015. "A model of emulation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(3), pages 717-748, September.
    8. Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
    9. Blier-Wong, Christopher & Cossette, Hélène & Marceau, Etienne, 2023. "Risk aggregation with FGM copulas," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 102-120.
    10. T. Ogura & H. Murakami, 2014. "A rank test based on the moments of order statistics of the modified Makeham distribution," Computational Statistics, Springer, vol. 29(6), pages 1691-1711, December.
    11. Abdelaziz Alsubie & Zuber Akhter & Haseeb Athar & Mahfooz Alam & Abd EL-Baset A. Ahmad & Gauss M. Cordeiro & Ahmed Z. Afify, 2021. "On the Omega Distribution: Some Properties and Estimation," Mathematics, MDPI, vol. 9(6), pages 1-21, March.
    12. Maria C.S. Lima & Gauss M. Cordeiro & Edwin M.M. Ortega & Abraão D.C. Nascimento, 2019. "A new extended normal regression model: simulations and applications," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-17, December.
    13. Mahdi Salehi & Mahdi Doostparast, 2015. "Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 547-568, November.
    14. Charlotte Truchet & Alejandro Arbelaez & Florian Richoux & Philippe Codognet, 2016. "Estimating parallel runtimes for randomized algorithms in constraint solving," Journal of Heuristics, Springer, vol. 22(4), pages 613-648, August.

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