Recurrence relations among moments of order statistics from two related sets of independent and non-identically distributed random variables

Some recurrence relations among moments of order statistics from two related sets of variables are quite well-known in the i.i.d. case and are due to Govindarajulu (1963a, Technometrics, 5, 514–518 and 1966, J. Amer. Statist. Assoc., 61, 248–258). In this paper, we generalize these results to the case when the order statistics arise from two related sets of independent and non-identically distributed random variables. These relations can be …