共查询到20条相似文献,搜索用时 15 毫秒
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In this paper some recurrence relations of moments of doubly truncated multivariate normal distribution are obtained. The bivariate case is given as an example and some applications are indicated. 相似文献
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In this paper we establish some recurrence relations satisfied by single and product moments of upper record values from the generalized Pareto distribution. It is shown that these relations may be used to obtain all the single and product moments of all record values in a simple recursive manner. We also show that similar results established recently by Balakrishnan and Ahsanullah (1993) for the upper record values from the exponential distribution may be deduced by letting the shape parameter p tend to 0. 相似文献
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N. Balakrishnan 《Journal of Statistical Computation and Simulation》2013,83(9):1704-1721
In this paper, we establish several recurrence relations for the single and product moments of progressively Type-II right-censored order statistics from a generalized half-logistic distribution. The use of these relations in a systematic recursive manner enables the computation of all the means, variances, and covariances of progressively Type-II right-censored order statistics from the generalized half-logistic distribution for all sample sizes n, effective sample sizes m, and all progressive censoring schemes (R 1, …, R m ). The results established here generalize the corresponding results for the usual order statistics due to Balakrishnan and Sandhu [Recurrence relations for single and product moments of order statistics from a generalized half-logistic distribution with applications to inference, J. Stat. Comput. Simul. 52 (1995), pp. 385–398.]. The moments so determined are then utilized to derive the best linear unbiased estimators of the scale and location–scale parameters of the generalized half-logistic distribution. The best linear unbiased predictors of censored failure times are discussed briefly. Finally, a numerical example is presented to illustrate the inferential method developed here. 相似文献
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Certain recurrence relations for the single and product moments of the order statistics of a random sample of sizen arising from a beta distribution are derived. The usefulness of these relations in evaluating the single and product moments
of beta order statistics is also discussed. 相似文献
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In this paper some recurrence relations between moments of progressive Type-II right censored order statistics from doubly truncated Burr distribution are established. These recurrence relations would enable one to obtain all the single and product moments of Burr progressive Type-II right censored order statistics in a simple recursive manner. 相似文献
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N. Balakrishnan E.K. AL-HussainiH.M. Saleh 《Journal of statistical planning and inference》2011,141(1):17-30
In this paper, we establish several recurrence relations for the single and product moments of progressively Type-II right censored order statistics from a logistic distribution. The use of these relations in a systematic manner allows us to compute all the means, variances and covariances of progressively Type-II right censored order statistics from the logistic distribution for all sample sizes n, effective sample sizes m, and all progressive censoring schemes (R1,…,Rm). The results established here generalize the corresponding results for the usual order statistics due to
[Shah, 1966] and [Shah, 1970]. These moments are then utilized to derive best linear unbiased estimators of the location and scale parameters of the logistic distribution. A comparison of these estimators with the maximum likelihood estimations is then made. The best linear unbiased predictors of censored failure times are briefly discussed. Finally, an illustrative example is presented. 相似文献
8.
Apart from having intrinsic mathematical interest, order statistics are also useful in the solution of many applied sampling and analysis problems. For a general review of the properties and uses of order statistics, see David (1981). This paper provides tabulations of means and variances of certain order statistics from the gamma distribution, for parameter values not previously available. The work was motivated by a particular quota sampling problem, for which existing tables are not adequate. The solution to this sampling problem actually requires the moments of the highest order statistic within a given set; however the calculation algorithm used involves a recurrence relation, which causes all the lower order statistics to be calculated first. Therefore we took the opportunity to develop more extensive tables for the gamma order statistic moments in general. Our tables provide values for the order statistic moments which were not available in previous tables, notably those for higher values of m, the gamma distribution shape parameter. However we have also retained the corresponding statistics for lower values of m, first to allow for checking accuracy of the computtions agtainst previous tables, and second to provide an integrated presentation of our new results with the previously known values in a consistent format 相似文献
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N. Balakrishnan 《统计学通讯:模拟与计算》2017,46(6):4559-4577
In this article, we establish several recurrence relations for the single and product moments of progressively Type-II right censored order statistics from a generalized logistic distribution. The use of these relations in a systematic manner allow us to compute all the means, variances, and covariances of progressively Type-II right censored order statistics from the generalized logistic distribution for all sample sizes n, effective sample sizes m, and all progressive censoring schemes (R1, …, Rm). These moments are then utilized to derive best linear unbiased estimators of the scale and location-scale parameters of the generalized logistic distribution. A comparison of these estimators with the maximum likelihood estimates is then made through Monte Carlo simulations. Finally, the best linear unbiased predictors of censored failure times is discussed briefly. 相似文献
10.
Chien-Tai Lin 《Statistical Papers》2000,41(1):99-107
In this short note we present the moments of order statistics from a right truncated log-logistic distribution as a term of
the hypergeometric functions and some recurrence relations between them are obtained. 相似文献
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《Journal of Statistical Computation and Simulation》2012,82(4):385-398
In this paper, we derive several recurrence relations satisfied by the single and product moments of order statistics from a generalized half logistic distribution. These generalize the corresponding results for the half logistic distribution established by Balakrishnan (1985). The relations established in this paper will enable one to compute the single and product moments of all order statistics for all sample sizes in a simple recursive manner; this may be done for any choice of the shape parameter k. These moments can then be used to determine the best linear unbiased estimators of location and scale parameters from complete as well as Type-I1 censored samples. 相似文献
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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
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In this paper some recurrence relations between the moments of record values from the generalized extreme value distribution are established. It is shown that using these recurrence relations, all the single and product moments of all record values can be obtained in a simple recursive manner. 相似文献
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H. M. Barakat 《统计学通讯:理论与方法》2013,42(11):1985-1992
In this article, by using the dropping argument, a general recurrence relation satisfied by the joint cumulative distribution functions of order statistics from any arbitrary bivariate distribution function is established. This recurrence relation is the first bivariate version of the basic triangle rule for order statistics arisen from univariate distribution function. Finally, this relation is extended to the trivariate case. These lead to similar identities for product moments (of any order) of order statistics. 相似文献
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In this paper, we establish new representations, identities and recurrence relations of order statistics (o.s.) arising from general independent nonidentically distributed random variables (r.v.s). These recurrence relations will enable one to compute all moments of all o.s. in a simple manner. Applications for some known distributions are given. 相似文献
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In this note we give recurrence relations satisfied by single and product momenrs of k-th upper-record values from the Pareto, generalized Pareto and Burr distributions. From these relations one can obtain all the single and product moments of all k-th record values and at the same time all record values ( k=1). Moreover, we see that the single and product moment of all k-th record values from these distributions can be exprrssed in terms of the moments of the minimal statistic of a k-sample from the exponential distribution may be deduced by letting the shape parameter deptend to 0. At the end we give characterizations of the three distributions considered. These results generalize, among other things, those given by Balakrishnan and Abuamllah (1994). 相似文献
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《Journal of Statistical Computation and Simulation》2012,82(11):2187-2201
The complementary exponential–geometric distribution has been proposed recently as a simple and useful reliability model for analysing lifetime data. For this distribution, some recurrence relations are established for the single and product moments of order statistics. These recurrence relations enable the computation of the means, variances and covariances of all order statistics for all sample sizes in a simple and efficient recursive manner. By using these relations, we have tabulated the means, variances and covariances of order statistics from samples of sizes up to 10 for various values of the shape parameter θ. These values are in turn used to determine the best linear unbiased estimator of the scale parameter β based on complete and Type-II right-censored samples. 相似文献
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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
19.
John D. Spurrier 《统计学通讯:理论与方法》2013,42(8):2603-2608
Improved lower hounds are obtained for two parameters μ(F) and λ(F) which occur in the moments of linear rank statistics studied by Doksum, Hollander, Lehmann and Hsu. IT is shown that if F is a continuous distribution, then μ(F) > 3/10 and λ(F) >= 89/315 - 0.28254. These results decrease the range of possible values of μ(F) and λ(F) by more than 84% and 34%, respectively, over those previously reported. 相似文献
20.
John D. Spurrier 《统计学通讯:理论与方法》2013,42(10):2679-2682
Let X1,…,X7 be i.i.d. random variables with a common continuous distribution F, Two parameters, μ(F) = P(X1 < X5 and X1+X4 < X2+X3) and λ(F) = P(X1+X4 < X2+X3 and X1+X7 < X5+X6), which appear in the moments of some rank statistics have been studied by several authors. It is shown that the existing lower bound, 3/10 ≤ μ(F) can be improved to 3/10 < μ(F) and that no further improvement is possible. It is also shown that the existing upper bounds μ(F) ≤ (21/2+6)/24 ≈ 0.30893 and λ(F) ≤ 7/24 ≈ 0.29167 can be improved to [14+(2/3)1/2]/48 ≈ 0.30868 and {7 ? [1 ? (2/3)1/2]2/4}/24 ≈ 0.29132. 相似文献