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

被引:0
作者
Aaron Childs
N. Balakrishnan
Mohamed Moshref
机构
[1] McMaster University,Department of Mathematics and Statistics
[2] Al-Azhar University,Department of Mathematics
来源
Statistical Papers | 2001年 / 42卷
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;
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学科分类号
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.
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页码:187 / 206
页数:19
相关论文
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