Recurrence relations for moments of different orders of extremes from gamma distribution |
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| Authors: | P. Yageen Thomas T.S.K. Moothathu |
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| Affiliation: | Department of Statistics , University of Kerala , Thiruvananthapuram, 695 581, India |
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| 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. |
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| Keywords: | order statistics recurrence relations |
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