Recurrence relations mid identities for moments of order statistics,i: arbitrary continuous distribution |
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| Authors: | J Henrick Malik N Balakrishnan SE Ahmed |
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| Institution: | 1. Department of Mathematics and Statistics , University of Guelph Guelph , Ontario, Canada;2. Department of Mathematics and Statistics , McMaster University , Hamilton, Ontario, Canada;3. Department of Mathematics and Statistics , Carleton University , Ottawa, Ontario, Canada |
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| Abstract: | In this paper, we review several recurrence relations and identities established for the single and product moments of order statistics from an arbitrary continuous distribution. We point out the interrelationships between many of these recurrence relations. We discuss the results giving the bounds for the number of single and double integrals needed to be evaluated in order to compute the first, second and product moments of order statistics in a sample of size n from an arbitrary continuous distribution, given these moments in samples of sizes n-1 and less. Improvements of these bounds for the case of symmetric continuous distributions are also discussed |
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