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An identity for the moments of normal order...
Journal article

An identity for the moments of normal order statistics with applications

Abstract

An identity involving the product moments of order statistics from normal and generalized truncated normal distributions is obtained. It is applied for obtaining an expression for the variance of standardized and studentized selection differential. The mean and variance of standardized selection differential from standard normal distribution for n⩽50 are also tabulated.

Authors

Joshi PC; Balakrishnan N

Journal

Scandinavian Actuarial Journal, Vol. 1981, No. 4, pp. 203–213

Publisher

Taylor & Francis

Publication Date

January 1, 1981

DOI

10.1080/03461238.1981.10413741

ISSN

0346-1238

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