共查询到20条相似文献,搜索用时 15 毫秒
1.
A. Ahmad Abd El-Baset 《统计学通讯:理论与方法》2013,42(15):2762-2772
In this article, a class of reflected generalized Pareto distributions (cf. Burkschat et al., 2003) is considered. Recurrence relations for joint moment generating functions of higher non adjacent dual generalized order statistics based on a random sample drawn from the considered class are derived. Higher joint moments of non adjacent dual generalized order statistics (reversed ordered order statistics and lower k-records as special cases) are obtained. Recurrence relations for single and product moment generating functions and moments of higher non adjacent dual generalized order statistics are derived. Some results of higher moments of non adjacent generalized order statistics from generalized Pareto distributions (cf. Johnson et al., 1995), are obtained by using a relation connecting higher moments of generalized order statistics and its dual. 相似文献
2.
Ruiguang Song 《统计学通讯:理论与方法》2013,42(3):797-803
Song, Buchberger, and Deddens (1992) derived means, variances, and covariances of variables summing to normal order statistics and proved that these variables are negatively correlated. In this paper we consider the case of variables summing to gamma order statistics. Formulas for the general product moments of these variables are obtained. Contrary to the normal case, variables summing to gamma order statistics are not necessarily negatively correlated. In addition, the covariances of variables corresponding to different order statistics are also obtained. 相似文献
3.
In this paper, recurrence relations for single and product moments of generalized order statistics (gOSs) from linear exponential
distribution (LE) are derived and characterizations of this distribution based on the conditional moments of the gOSs are
given. 相似文献
4.
Erhard Cramer Trinh-Thai-Hang Tran 《Journal of statistical planning and inference》2009,139(12):4064-4071
The joint and marginal distributions of generalized order statistics based on an arbitrary distribution function are established in terms of the lexicographic distribution function. Furthermore, we show that generalized order statistics and the corresponding number of ties form a two-dimensional Markov chain. 相似文献
5.
M. Ahsanullah 《统计学通讯:理论与方法》2013,42(10):2311-2318
In this paper some distributional properties of the generalized order statistics from uniform distribution are given. The minimum variance linear unbiased as well best ( in the sense of minimum mean squared error) invariant estimators of the parameters of the two parameter uniform distribution based on the first m generalized order statistics are presented. 相似文献
6.
N. Balakrishnan 《统计学通讯:理论与方法》2013,42(3):855-861
Joshi (1973) and Balakrishnan and Malik (1985) have derived some some identities for the moments of order statistics from independent and identically distributed random variables. In this paper, we make use of a basic result due to David and Joshi (1968) and show that these identities for the moments also hold when the order statistics arise from exchangeable variables. 相似文献
7.
Çağatay Çetinkaya 《统计学通讯:理论与方法》2018,47(17):4311-4328
The standard two-sided power distribution is a flexible distribution having uniform, power function and triangular as subdistributions, and it is a reasonable alternative to the Laplace distribution in some cases. In this work, computationally efficient expressions for moments of order statistics, expressions for L-moments, and asymptotic results for sample extrema are derived. Then a simulation study is performed for the location-scale estimation problem of a small data set by considering the maximum likelihood estimation method and the best linear unbiased estimation method based on the moments of order statistics. 相似文献
8.
A relation between four joint densities of progressively type-II censored order statistics is shown, which is well known in the particular case of ordinary order statistics. The result leads to identities for product moments and for moments of contrasts. 相似文献
9.
The extended exponential distribution due to Nadarajah and Haghighi (2011) is an alternative to and always provides better fits than the gamma, Weibull, and the exponentiated exponential distributions whenever the data contain zero values. We establish recurrence relations for the single and product moments of order statistics from the extended exponential distribution. These recurrence relations enable computation of the means, variances, and covariances of all order statistics for all sample sizes in a simple and efficient manner. By using these relations, we tabulate the means, variances, and covariances of order statistics and derive best linear unbiased estimates of the extended exponential distribution. Finally, a data application is provided. 相似文献
10.
In the model of progressive type II censoring, point and interval estimation as well as relations for single and product moments are considered. Based on two-parameter exponential distributions, maximum likelihood estimators (MLEs), uniformly minimum variance unbiased estimators (UMVUEs) and best linear unbiased estimators (BLUEs) are derived for both location and scale parameters. Some properties of these estimators are shown. Moreover, results for single and product moments of progressive type II censored order statistics are presented to obtain recurrence relations from exponential and truncated exponential distributions. These relations may then be used to compute all the means, variances and covariances of progressive type II censored order statistics based on exponential distributions for arbitrary censoring schemes. The presented recurrence relations simplify those given by Aggarwala and Balakrishnan (1996) 相似文献
11.
An Opial-type inequality is applied to obtain relations for expectations of functions of m-generalized order statistics (m-gOSs), their distribution functions, as well as moment-generating functions. Respective inequalities for common order statistics and record values are contained as particular cases. 相似文献
12.
Abd el-baset A. Ahmad 《Statistics》2013,47(4):479-494
In this paper, recurrence relations from a general class of doubly truncated continuous distributions which are satisfied by single as well as product moments of order statistics are obtained. Recurrence relations from doubly truncated generalized Weibull, exponential, Raleigh and logistic distributions have been derived as special cases of our result, Some previous results for doubly truncated Weibull, standard exponential, power function and Burr type XII distributions are obtained as special cases. The general recurrence relation of single moments has been used in the case of the left and right truncation to characterize the Weibull, Burr type XII and Pareto distributions. 相似文献
13.
In this paper, we discuss the limiting behavior of numbers of observations near an order statistic. We then derive an expression for the joint distribution of the numbers of observations that fall into the open right a-vicinity and left b-vicinity of k th and (n-r)th order statistics, respectively, from a sample of size n and establish the result that they are asymptotically independent under suitable conditions. 相似文献
14.
Bayesian prediction of order statistics as well as the mean of a future sample based on observed record values from an exponential distribution are discussed. Several Bayesian prediction intervals and point predictors are derived. Finally, some numerical computations are presented for illustrating all the proposed inferential procedures. 相似文献
15.
Let X(1,n,m1,k),X(2,n,m2,k),…,X(n,n,m,k) be n generalized order statistics from a continuous distribution F which is strictly increasing over (a,b),−∞≤a<b≤∞, the support of F. Let g be an absolutely continuous and monotonically increasing function in (a,b) with finite g(a+),g(b−) and E(g(X)). Then for some positive integer s,1<s≤n, we give characterization of distributions by means of 相似文献
16.
Analogs of some classical recurrence relations for moments of order statistics for a one truncation parameter densities are derived. These relate the kthorder moment of the rthorder statistic Xr:nto the kthorder moment of Xl:ior Xr:rvia an integral operator. Similar results are obtained for product moments. An application is also given. 相似文献
17.
Yousry H. Abdelkader 《Statistical Papers》2004,45(4):563-570
Erlang distribution has wide applications in the field of reliability models, stochastic activity networks and many other
fields. In this paper a recurrence relation for computing all moments of all order statistics arising from independent nonidentically
distributed Erlang variables is established. 相似文献
18.
Y.S. Sathe 《统计学通讯:理论与方法》2013,42(10):3855-3858
Upper and lower bounds are obtained on the mean of the r-th smallest order statistics based on n independent exponential random variables under a certain condition on r. 相似文献
19.
In this paper, we have derived exact and explicit expressions for the ratio and inverse moments of dual generalized order statistics from Topp-Leone distribution. This result includes the single and product moments of order statistics and lower records . Further, based on n dual generalized order statistics, we have deduced the expression for Maximum likelihood estimator (MLE) and Uniformly minimum variance unbiased estimator (UMVUE) for the shape parameter of Topp-Leone distribution. Finally, based on order statistics and lower records, a simulation study is being carried out to check the efficiency of these estimators. 相似文献
20.
Alan D. Hutson 《Statistical Papers》2009,50(1):203-208
For two independent populations X and Y we develop the empirical distribution function estimator for the difference of order statistics of the form X
(i)−Y
(j). The key practical application for this estimator pertains to inference between quantiles from two independent populations. 相似文献