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| 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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