Higher order moments of order statistics from INID exponential random variables

被引：0
作者：
Aaron Childs
机构：
[1] McMaster University,Department of Mathematics and Statistics
来源：
Statistical Papers | 2003年 / 44卷
关键词：
Order statistics; recurrence relations; moments; exponential distribution; I.NI.D. random variables; outliers; robustness;
D O I：
暂无
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学科分类号：
摘要：
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.
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页码：151 / 167
页数：16
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