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Recurrence relations among moments of order statistics from two related sets of independent and non-identically distributed random variables

  • Distribution and Characterization
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Abstract

Some recurrence relations among moments of order statistics from two related sets of variables are quite well-known in the i.i.d. case and are due to Govindarajulu (1963a, Technometrics, 5, 514–518 and 1966, J. Amer. Statist. Assoc., 61, 248–258). In this paper, we generalize these results to the case when the order statistics arise from two related sets of independent and non-identically distributed random variables. These relations can be employed to simplify the evaluation of the moments of order statistics in an outlier model for symmetrically distributed random variables.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, McMaster University, L8S 4K1, Hamilton, Ontario, Canada

    N. Balakrishnan

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  1. N. Balakrishnan
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Balakrishnan, N. Recurrence relations among moments of order statistics from two related sets of independent and non-identically distributed random variables. Ann Inst Stat Math 41, 323–329 (1989). https://doi.org/10.1007/BF00049399

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  • DOI: https://doi.org/10.1007/BF00049399

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