Generalized exponential distribution: Moments of order statistics

被引：11
|
作者：
Raqab, MZ [1 ]
机构：
[1] Univ Jordan, Dept Math, Amman 11942, Jordan
来源：
STATISTICS | 2004年 / 38卷 / 01期
关键词：
order statistics; moment generating function; moments of order statistics; polygamma functions; hypergeometric functions; Riemann zeta function;
D O I：
10.1080/0233188032000158781
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：
In this paper, we consider the generalized exponential distribution (GED) with shape parameter a. We establish several recurrence relations satisfied by the single and the product moments for order statistics from the GED. The relationships can be written in terms of polygamma and hypergeometric functions and used in a simple recursive manner in order to compute the single and the product moments of all order statistics for all sample sizes.
引用
收藏
页码：29 / 41
页数：13
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