Moments of order statistics of the standard two-sided power distribution |
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Authors: | Çağatay Çetinkaya |
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Institution: | Department of Statistics, ?ukurova University, Adana, Turkey |
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Abstract: | The standard two-sided power distribution is a flexible distribution having uniform, power function and triangular as subdistributions, and it is a reasonable alternative to the Laplace distribution in some cases. In this work, computationally efficient expressions for moments of order statistics, expressions for L-moments, and asymptotic results for sample extrema are derived. Then a simulation study is performed for the location-scale estimation problem of a small data set by considering the maximum likelihood estimation method and the best linear unbiased estimation method based on the moments of order statistics. |
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Keywords: | Best linear unbiased estimates L-moments moments of order statistics two-sided power distribution |
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