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Higher order moments of order statistics from INID...
Journal article

Higher order moments of order statistics from INID exponential random variables

Abstract

In this paper we develop recurrence relations for the third and fourth order moments of order statistics from I.NI.D exponential random variables. Recurrence relations for the p-outlier model (with a slippage of p observations) are derived as a special case. Applications of these results will also be described.

Authors

Childs A

Journal

Statistical Papers, Vol. 44, No. 2, pp. 151–167

Publisher

Springer Nature

Publication Date

January 1, 2003

DOI

10.1007/s00362-003-0143-1

ISSN

0932-5026

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