Recurrence Relations for the Moments of Order Statistics from A Generalized Beta Distribution
Keywords:
Distribution function, generalized beta distribution, moment, recurrence relation, order statistics.Abstract
In this article, recurrence relations for the single and product moments of the order statistics from a generalized beta distribution are given. The use of these relations allows us to compute all the means, variances and covariances of order statistics from generalized beta distribution for .
References
• Arnold, B. C., Balakrishnan, N. and Nagaraja, H. N., (1992). A First Course in Order Statistics. John Wiley and Sons, New York.
• Balakrishnan N., Malik H.J. and Ahmed S.E., (1988). Recurrence Relations and Identities for Moments of Order Statistics- II: Specific Continuous Distributions. Commun. Statist.- Theo. Meth., 17, 2657-2694.
• Malik H.J., Balakrishnan N. and Ahmed S.E., (1988). Recurrence Relations and Identities for Moments of Order Statistics- I: Arbitrary Continuous Distributions. Commun. Statist.- Theo. Meth., 17, 2623-2655
• Nadarajah S. and Kotz S., (2003). A Generalized Beta Distribution II. The George Washington University, Washington, D.C.
• Thomas P.Y. and Samuel P., (2008). Recurrence Relations for the Moments of Order Statistics from a Beta Distribution. Statistical Papers, 49, 139-146.
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