Higher order moments of order statistics from INID exponential random variables
Authors:
Aaron Childs
Affiliation:
(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.