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Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/10678

Title: Order statistics from non-identical generalized Pareto random variables with applications
Authors: Mahmoud, M.A.W .,
Moshref, M.E
Sultan, K.S.
Keywords: Order statistics; multiple-outlier model
single moments; prod- uct moments;
truncated generalized Pareto ; permanents
recurrence relations
Issue Date: 2006
Publisher: Journal of Applied Statistical Science
Citation: 14, 1 , 85-98.
Abstract: In this paper, we derive some recurrence relations for the single and product moments of order statistics from n independent and non-identically distributed generalized Pareto random variables. These recurrence relations are simple in nature and could be used sys- tematically in order to compute all the single and product moments of all order statistics in a simple recursive manner. In addition, the results are generalized to the case of truncated generalized Pareto random variables. The corresponding results from the multiple-outlier model (with a slippage of p observations) are also deduced as special cases.
URI: http://hdl.handle.net/123456789/10678
Appears in Collections:College of Science

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