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
4 2003
DOI
10.1007/s00362-003-0143-1
ISSN
0932-5026