Recurrence relations for conditional moment generating functions of order statistics and record values

Essam K. AL-Hussaini; Abd EL-Baset A. Ahmad; Hanan H. El-Boghdady

Discussiones Mathematicae Probability and Statistics (2005)

  • Volume: 25, Issue: 2, page 181-205
  • ISSN: 1509-9423

Abstract

top
In this paper, recurrence relations for conditional moment generating functions and conditional moments of order statistics and record values based on random samples drawn from members of a class of doubly truncated distributions Ád are obtained.

How to cite

top

Essam K. AL-Hussaini, Abd EL-Baset A. Ahmad, and Hanan H. El-Boghdady. "Recurrence relations for conditional moment generating functions of order statistics and record values." Discussiones Mathematicae Probability and Statistics 25.2 (2005): 181-205. <http://eudml.org/doc/287662>.

@article{EssamK2005,
abstract = {In this paper, recurrence relations for conditional moment generating functions and conditional moments of order statistics and record values based on random samples drawn from members of a class of doubly truncated distributions Ád are obtained.},
author = {Essam K. AL-Hussaini, Abd EL-Baset A. Ahmad, Hanan H. El-Boghdady},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {order statistics; record values; conditional moment generating functions; conditional moments; recurrence relations},
language = {eng},
number = {2},
pages = {181-205},
title = {Recurrence relations for conditional moment generating functions of order statistics and record values},
url = {http://eudml.org/doc/287662},
volume = {25},
year = {2005},
}

TY - JOUR
AU - Essam K. AL-Hussaini
AU - Abd EL-Baset A. Ahmad
AU - Hanan H. El-Boghdady
TI - Recurrence relations for conditional moment generating functions of order statistics and record values
JO - Discussiones Mathematicae Probability and Statistics
PY - 2005
VL - 25
IS - 2
SP - 181
EP - 205
AB - In this paper, recurrence relations for conditional moment generating functions and conditional moments of order statistics and record values based on random samples drawn from members of a class of doubly truncated distributions Ád are obtained.
LA - eng
KW - order statistics; record values; conditional moment generating functions; conditional moments; recurrence relations
UR - http://eudml.org/doc/287662
ER -

References

top
  1. [1] A.A. Ahmad and M.A. Fawzy, Recurrence relations for single moments of generalized order statistics from doubly truncated distributions, J. Statist. Plann. Inf. 117 (2003), 241-249. Zbl1021.62002
  2. [2] M. Ahsanullah, Record Statistics, Nova Science Publishers, Inc., Huntington 1995. 
  3. [3] M. Ahsanullah and V. Nevzorov, Ordered Random Variables, Nova Science Publishers, Inc., Huntington 2001. 
  4. [4] E.K. AL-Hussaini, Predicting observables from a general class of distributions, J. Statist. Plann. Inf. 79 (1999), 79-91. Zbl0933.62018
  5. [5] E.K. AL-Hussaini and A.A. Ahmad, On Bayesian interval prediction of future records, Test 12 (2003a), 79-99. Zbl1040.62014
  6. [6] E.K. AL-Hussaini and A.A. Ahmad, On Bayesian predictive distributions of generalized order statistics, Metrika 57 (2003b), 165-176. Zbl06493821
  7. [7] E.K. AL-Hussaini, A.A. Ahmad and H.H. El-Boghdady, Recurrence relations for moment generating functions of order statistics, Metron LXII (2004a), 85-99. 
  8. [8] E.K. AL-Hussaini, A.A. Ahmad and H.H. El-Boghdady, Recurrence relations for moment generating functions of record values, (2004b) submitted. 
  9. [9] E.K. AL-Hussaini and M.I. Osman, On the median of finite mixtures, J. Statist. Comput. Simul. 58 (1997), 121-144. Zbl0872.62091
  10. [10] B.C Arnold, N. Balakrishnan and H.N. Nagaraja, A First Course in Order Statistics, Wiley, New York 1992. Zbl0850.62008
  11. [11] B.C Arnold, N. Balakrishnan and H.N. Nagaraja, Records, Wiley, New York 1998. 
  12. [12] N. Balakrishnan and A.C. Cohen, Order Statistics Estimation Methods, Academic Press, Boston 1991. 
  13. [13] David, Order Statistics, First Edition, Wiley, New York 1970. 
  14. [14] David, Order Statistics, Second Edition, Wiley, New York 1981. 
  15. [15] H.L. Harter, Order Statistics and Their Use in Testing and Decision, U.S. Governmemt Printing Office, Washington D.C. (Vol. 1 and 2, 1970). 
  16. [16] J.S. Hwang and G.D. Lin, Extensions of Müntz Szàsz theorem and applications, Analysis 4 (1984), 143-160. Zbl0564.42016
  17. [17] R.D. Reiss, Approximate Distributions of Order Statistics with Applications to Nonparametric Statistics, Springer Verlag, Berlin 1989. Zbl0682.62009
  18. [18] A.E. Sarhan and B.G. Greenberg, Contributions to Order Statistics, (eds) Wiley, New York 1962. Zbl0102.35204

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.