MOMENTS OF ORDER-STATISTICS OF THE CANTOR DISTRIBUTION

被引：10
|
作者：
HOSKING, JRM [1 ]
机构：
[1] IBM CORP,THOMAS J WATSON RES CTR,DIV RES,DEPT MATH SCI,YORKTOWN HTS,NY 10598
来源：
STATISTICS & PROBABILITY LETTERS | 1994年 / 19卷 / 02期
关键词：
CANTOR DISTRIBUTION; L-MOMENTS; ORDER STATISTICS; SELF-SIMILARITY;
D O I：
10.1016/0167-7152(94)90150-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We obtain recursive formulas for the expected values of order statistics from the Cantor distribution defined by Lad and Taylor (Statist. Probab. Lett. 13 (1992) 307-310), and for a skew generalization of it. The formulas are used to calculate the L-moments of the distribution.
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页码：161 / 165
页数：5
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