Order statistics from non-identical right-truncated Lomax random variables with applications
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Abstract
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.
Key Words and Phrases
Order statistics outliers robustness single moments product moments recurrence relations Lomax distribution right-truncated Lomax distribution permanents censoring bias mean square error BLUEPreview
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