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Higher order moments of order statistics from INID exponential random variables

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Abstract

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

    Aaron Childs

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  1. Aaron Childs
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Childs, A. Higher order moments of order statistics from INID exponential random variables. Statistical Papers 44, 151–167 (2003). https://doi.org/10.1007/s00362-003-0143-1

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  • DOI: https://doi.org/10.1007/s00362-003-0143-1

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