Moments of order statistics of the Generalized T Distribution

Ali İ. Genç

Discussiones Mathematicae Probability and Statistics (2015)

  • Volume: 35, Issue: 1-2, page 95-106
  • ISSN: 1509-9423

Abstract

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We derive an explicit expression for the single moments of order statistics from the generalized t (GT) distribution. We also derive an expression for the product moment of any two order statistics from the same distribution. Then the location-scale estimating problem of a real data set is solved alternatively by the best linear unbiased estimates which are based on the moments of order statistics.

How to cite

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Ali İ. Genç. "Moments of order statistics of the Generalized T Distribution." Discussiones Mathematicae Probability and Statistics 35.1-2 (2015): 95-106. <http://eudml.org/doc/276692>.

@article{Aliİ2015,
abstract = {We derive an explicit expression for the single moments of order statistics from the generalized t (GT) distribution. We also derive an expression for the product moment of any two order statistics from the same distribution. Then the location-scale estimating problem of a real data set is solved alternatively by the best linear unbiased estimates which are based on the moments of order statistics.},
author = {Ali İ. Genç},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {best linear unbiased estimates; generalized Kampé de Fériet; function; generalized t (GT) distribution; moments of order statistics},
language = {eng},
number = {1-2},
pages = {95-106},
title = {Moments of order statistics of the Generalized T Distribution},
url = {http://eudml.org/doc/276692},
volume = {35},
year = {2015},
}

TY - JOUR
AU - Ali İ. Genç
TI - Moments of order statistics of the Generalized T Distribution
JO - Discussiones Mathematicae Probability and Statistics
PY - 2015
VL - 35
IS - 1-2
SP - 95
EP - 106
AB - We derive an explicit expression for the single moments of order statistics from the generalized t (GT) distribution. We also derive an expression for the product moment of any two order statistics from the same distribution. Then the location-scale estimating problem of a real data set is solved alternatively by the best linear unbiased estimates which are based on the moments of order statistics.
LA - eng
KW - best linear unbiased estimates; generalized Kampé de Fériet; function; generalized t (GT) distribution; moments of order statistics
UR - http://eudml.org/doc/276692
ER -

References

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