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Recurrence relations for single and product moments of progressively Type-II censored order statistics from a generalized half-logistic distribution with application to inference
Authors:N. Balakrishnan
Affiliation:Department of Mathematics and Statistics , McMaster University , Hamilton , Ontario , Canada , L8S 4K1
Abstract: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.
Keywords:progressively Type-II right-censored order statistics  single moments  product moments  recurrence relations  generalized half-logistic distribution  best linear unbiased estimators  best linear unbiased predictors
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