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Recurrence relations for moment and conditional moment generating functions of generalized order statistics

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Abstract.

In this paper, we obtain recurrence relations for moment and conditional moment generating functions of generalized order statistics (gos) based on random samples drawn from a population whose distribution is a member of a doubly truncated class of distributions denoted by . Members of the class are characterized in Section (2) based on recurrence relations for moment generating functions (moments) of gos. In Section (3), we shall characterize members of the class based on recurrence relations for conditional moment generating functions (conditional moments) of gos.

These results are specialized to the left, right and non-truncated cases. Ordinary order statistics and ordinary record values are also obtained as special cases of the gos.

Characterizations of some members of class such as the Weibull, compound Weibull, Pareto, power function (beta is a special case), Gompertz and compound Gompertz distributions are given as illustrative examples.

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AL-Hussaini, E., Ahmad, AB. & AL-Kashif, M. Recurrence relations for moment and conditional moment generating functions of generalized order statistics. Metrika 61, 199–220 (2005). https://doi.org/10.1007/s001840400332

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  • DOI: https://doi.org/10.1007/s001840400332

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