Moments of Order Statistics from a Normal Population
نویسندگان
چکیده
منابع مشابه
Higher Order Moments and Recurrence Relations of Order Statistics from the Exponentiated Gamma Distribution
Order statistics arising from exponentiated gamma (EG) distribution are considered. Closed from expressions for the single and double moments of order statistics are derived. Measures of skewness and kurtosis of the probability density function of the rth order statistic for different choices of r, n and /theta are presented. Recurrence relations between single and double moments of r...
متن کاملRecurrence Relations for Single and Product Moments of Generalized Order Statistics from pth Order Exponential Distribution and its Characterization
In this paper, we establish some recurrence relations for single and product moments of generalized order statistics from pth order exponential distribution. Further the results are deduced for the recurrence relations of record values and ordinary order statistics and using a recurrence relation for single moments we obtain characterization of pth order exponential distribution.
متن کاملPrediction in a Trivariate Normal Distribution via Two Order Statistics
In this paper, assuming that (X, Y1, Y2)T has a trivariate normal distribution, we derive the exact joint distribution of ( X, Y(1), Y(2))^T, where Y(1) and Y(2) are order statistics arising from (Y1, Y2)T . We show that this joint distribution is a mixture of truncated trivariate normal distributions and then use this mixture representation to derive the best (nonlinear) predictiors of X...
متن کاملasymptotic property of order statistics and sample quntile
چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
15 صفحه اولSHANNON ENTROPY IN ORDER STATISTICS AND THEIR CONCOMITANS FROM BIVARIATE NORMAL DISTRIBUTION
In this paper, we derive rst some results on the Shannon entropyin order statistics and their concomitants arising from a sequence of f(Xi; Yi): i = 1; 2; :::g independent and identically distributed (iid) random variablesfrom the bivariate normal distribution and extend our results to a collectionC(X; Y ) = f(Xr1:n; Y[r1:n]); (Xr2:n; Y[r2:n]); :::; (Xrk:n; Y[rk:n])g of order sta-tistics and th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Biometrika
سال: 1959
ISSN: 0006-3444
DOI: 10.2307/2333540