Order statistics from non-identical right-truncated Lomax random variables with applications

被引:32
作者
Childs, A
Balakrishnan, N
Moshref, M
机构
[1] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada
[2] Al Azhar Univ, Dept Math, Cairo 11884, Egypt
基金
加拿大自然科学与工程研究理事会;
关键词
order statistics; outliers; robustness; single moments; product moments; recurrence relations; Lomax distribution; right-truncated Lomax distribution; permanents; censoring; bias; mean square error; BLUE;
D O I
10.1007/s003620100050
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we derive some recurrence relations for the single and the product moments of order statistics from n independent and non-identically distributed Lomax and right-truncated Lomax random variables. These recurrence relations are simple in nature and could be used systematically in order to compute all the single and product moments of all order statistics in a simple recursive manner. The results for order statistics from the multiple-outlier model (with a slippage of p observations) are deduced as special cases. We then apply these results by examining the robustness of censored BLUE's to the presence of multiple outliers.
引用
收藏
页码:187 / 206
页数:20
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