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Order statistics from non-identical power function random variables |
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| Authors: | N Balakrishnan K Balasubramanian |
| Institution: | 1. Department of Mathematics and Statistics , McMaster University , Hamilton, Ontario, L8S 4K1, Canada;2. Delhi Centre , Indian Statistical Institute , New Delhi, 110016, India |
| Abstract: | In this paper, we derive some recurrence relations satisfied by the single and the product moments of order statistics arising from n independent and non-identically distributed power function random variables. These recurrence relations will enable one to compute all the single and the product moments of all order statistics in a simple recursive manner. The results for the multiple-outlier model are deduced as special cases. The results are further generalized to the case of truncated power function random variables. |
| Keywords: | Order statistics power function distribution multiple-outlier model recurrence relations single moments product moments permanents truncated power function distribution |