Conference
Higher Order Moments of Order Statistics from the Pareto Distribution and Edgeworth Approximate Inference
Abstract
In this paper, we first derive exact explicit expressions for the triple and quadruple moments of order statistics from the Pareto distribution. Also, we establish recurrence relations for single, double, triple and quadruple moments of order statistics from the Pareto distribution. These relations will enable one to find all moments (of order up to four) of order statistics for all sample sizes in a simple recursive manner. We then use these …
Authors
Childs A; Sultan KS; Balakrishnan N
Pagination
pp. 207-244
Publisher
Springer Nature
Publication Date
2000
DOI
10.1007/978-1-4612-1318-5_14
Conference proceedings
Statistics for Industry and Technology
ISSN
2364-6241