A note on moments of order statistics from exchangeable variates |
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| Authors: | N Balakrishnan |
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| Institution: | Department of Mathematics and Statistics , Mcmaster University , Hamilton, Ontario, L8S 4K1, Canada |
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| Abstract: | Joshi (1973) and Balakrishnan and Malik (1985) have derived some some identities for the moments of order statistics from independent and identically distributed random variables. In this paper, we make use of a basic result due to David and Joshi (1968) and show that these identities for the moments also hold when the order statistics arise from exchangeable variables. |
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| Keywords: | Moments order statistics exchangeable variables identities recurrence relations moment generating functions combinatorial identities |
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