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Recurrence relations for moments of different orders of extremes from gamma distribution
Authors:P Yageen Thomas  TSK Moothathu
Institution:Department of Statistics , University of Kerala , Thiruvananthapuram, 695 581, India
Abstract:Certain recurrence relations for the moments of different orders of the largest order statistic from a gamma distribution with shape parameter p are obtained. By using this it is shown that for obtaining the moment of any order of each order statistic of a sample of size n from the gamma distribution, one has to evaluate at most n-2 single integrals.
Keywords:order statistics  recurrence relations
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