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Generalized exponential distribution: Moments of order statistics
Authors:Mohammad Z Raqab
Institution:1. mraqab@accessme.com.jo
Abstract:In this paper, we consider the generalized exponential distribution (GED) with shape parameter α. We establish several recurrence relations satisfied by the single and the product moments for order statistics from the GED. The relationships can be written in terms of polygamma and hypergeometric functions and used in a simple recursive manner in order to compute the single and the product moments of all order statistics for all sample sizes.
Keywords:Order statistics  Moment generating function  Moments of order statistics  Polygamma functions  Hypergeometric functions  Riemann zeta function
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