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On the computation of distributions of linear...
Journal article

On the computation of distributions of linear combinations of Laplace order statistics and their applications

Abstract

We apply the result of conditional independence of blocked ordered data established by Iliopoulos and Balakrishnan, together with the algorithm of Huffer and Lin, to obtain exact expressions for the distributions of linear combinations of Laplace order statistics. These expressions can then be evaluated using symbolic math package Maple. Finally, we illustrate the computational method with some examples.

Authors

Lin C-T; Lee B-Y; Balakrishnan N

Journal

Communications in Statistics - Simulation and Computation, Vol. 48, No. 10, pp. 3031–3055

Publisher

Taylor & Francis

Publication Date

November 26, 2019

DOI

10.1080/03610918.2018.1473590

ISSN

0361-0918

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