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Higher order moments of order statistics from INID exponential random variables |
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| Authors: | Aaron Childs |
| Institution: | (1) Department of Mathematics and Statistics, McMaster University, L8S 4K1 Hamilton, Ontario, Canada |
| Abstract: | In this paper we develop recurrence relations for the third and fourth order moments of order statistics from I.NI.D exponential random variables. Recurrence relations for the p-outlier model (with a slippage of p observations) are derived as a special case. Applications of these results will also be described. |
| Keywords: | and Phrases" target="_blank"> and Phrases Order statistics recurrence relations moments exponential distribution I NI D random variables outliers robustness |
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