Relations and identities for the moments of order statistics from a sample containing a single outlier |
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Authors: | N. Balakrishnan |
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Affiliation: | Department of Mathematics and Statistics , McMaster University , Ontario, Canada |
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Abstract: | In this paper, we derive several new recurrence relations and indentities satisfied by the single and the product moments of order statistics from a sample of size n in the presence of an outlier. These recurrence relations involve the first two single moments and the product moments in samples of sized n?1 and less. By making use of these recurrence relations we show that it is sufficient to evaluate at most two single rerents and (n?2)/2 product moment when n is even and two single moments and (n?2)/2 product moments when n is odd, in order to evaluate the first and second single moments and product moments of all order statistics in a sample of size n comprising an outlier, given these moments for the all sample of size less than n. These generalize the results of Govindarajulu (1963), Joshi (1971), and Joshi and Balakrishnan (1982) to the case when the sample includes a single outlier. We also establish some simple identitites involving linear combination of convariances of order statistics. These results can be effectively used to reduce the amount of numerical computation considerably and also to check the accuracy of the computations while evaluating means, variances and covariances of order statistics from an outlier model. |
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Keywords: | Order statistics outlier single moments product moments covariances recurrence relations identities symmetric distribution* |
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