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Moments of order statistics from a non-overlapping mixture model with applications to truncated laplace distribution |
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| Authors: | Da-Hsiang Donald Lien N. Balakrishnan K. Balasubramanian |
| Affiliation: | 1. Department of Economics , University of Kansas , Lawrence, 66045, Kansas;2. Department of Mathematics and Statistics , McMaster University , Hamilton, Ontario Canada;3. Indian Statistical Institute , New Delhi, India |
| Abstract: | We employ two different approaches to derive single and product moments of order statistics from a truncated Laplace distribution. A direct evaluation method establishes recurrence relations whereas the more general non-overlapping mixture model incorporates the truncated Laplace distribution as a special case. The results are thereafter applied to estimate location and scale parameters of such distributions. |
| Keywords: | order statistics single and product moments truncated Laplace distribution non-overlapping mixture model |