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.