Research Article
PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION
Abstract
In this work, moment relations for the product moments of order statistics from the standard two-sided power (STSP) distribution are obtained. Since the probability density function (pdf) of the STSP distribution is a piecewise function, we consider the pieces separately and develop certain moment relations based on these pieces. Also, the usefulness of these moment relations in evaluating the product moments of order statistics from the STSP distribution is discussed.
Keywords
Order statistics Product moments Moment relations The standard two-sided power distribution
References
- Arnold, B.C., Balakrishnan, N. and Nagaraja H.N. (1992). A First Course in Order Statistics. John Wiley, New York.
- Balakrishnan, N., Malik, H.J. and Ahmet, S.E. (1988). Recurrence relations and identities for moments of order statistics II: Speci c continuous distributions. Commun. Statist. - Theo. Meth., 17, 2657-2694.
- Cetinkaya, C . and Genc, A_I. (2016). Moments of order statistics of the standard two-sided power distribution, Submitted for publication.
- David, H.A. and Nagaraja, H.N. (2003). Order Statistics, 3rd edn. John Wiley and Sons, New York.
- Genc, A_I. (2012). Moments of order statistics of Topp-Leone distribution. Statistical Papers, 53, 117-131.
- Khan, A.H., Parvez, S. and Yaqub, M. (1983). Recurrence relations between product moments of order statistics. Journal of Statistical Planning and Inference, 8, 175-183.
- Kotz, S. and Van Dorp, J.R. (2004). Beyond Beta: Other Continuous Families of Distributions with Bounded Support and Applications, Singapure, World Scienti c.
- Nagaraja, H.N. (2013). Moments of order statistics and L-Moments for the symmetrical triangular distribution. Statistics and Probability Letters, 83, 2357-2363.
- Thomas, P.Y. and Samuel, P (2008). Recurrence relations for the moments of order statistics from a beta distribution. Statistical Papers, 49, 139-146.
- Van Dorp, J.R. and Kotz, S. (2002). The standard two-sided power distribution and its properties: With applications in nancial engineering. The American Statistican, 56, 90-99.
Year 2017,
Volume: 10 Issue: 1, 14 - 23, 31.01.2017
Abstract
References
- Arnold, B.C., Balakrishnan, N. and Nagaraja H.N. (1992). A First Course in Order Statistics. John Wiley, New York.
- Balakrishnan, N., Malik, H.J. and Ahmet, S.E. (1988). Recurrence relations and identities for moments of order statistics II: Speci c continuous distributions. Commun. Statist. - Theo. Meth., 17, 2657-2694.
- Cetinkaya, C . and Genc, A_I. (2016). Moments of order statistics of the standard two-sided power distribution, Submitted for publication.
- David, H.A. and Nagaraja, H.N. (2003). Order Statistics, 3rd edn. John Wiley and Sons, New York.
- Genc, A_I. (2012). Moments of order statistics of Topp-Leone distribution. Statistical Papers, 53, 117-131.
- Khan, A.H., Parvez, S. and Yaqub, M. (1983). Recurrence relations between product moments of order statistics. Journal of Statistical Planning and Inference, 8, 175-183.
- Kotz, S. and Van Dorp, J.R. (2004). Beyond Beta: Other Continuous Families of Distributions with Bounded Support and Applications, Singapure, World Scienti c.
- Nagaraja, H.N. (2013). Moments of order statistics and L-Moments for the symmetrical triangular distribution. Statistics and Probability Letters, 83, 2357-2363.
- Thomas, P.Y. and Samuel, P (2008). Recurrence relations for the moments of order statistics from a beta distribution. Statistical Papers, 49, 139-146.
- Van Dorp, J.R. and Kotz, S. (2002). The standard two-sided power distribution and its properties: With applications in nancial engineering. The American Statistican, 56, 90-99.
There are 10 citations in total.
Details
| Primary Language | English |
|---|---|
| Journal Section | Research Article |
| Authors | |
| Publication Date | January 31, 2017 |
| Acceptance Date | December 29, 2016 |
| Published in Issue | Year 2017 Volume: 10 Issue: 1 |
