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On moments of order statistics from the pareto distribution
- Source :
- Scandinavian Actuarial Journal. 1972:179-181
- Publication Year :
- 1972
- Publisher :
- Informa UK Limited, 1972.
-
Abstract
- The evaluation of multiple integrals which occur in order statistics distribution theory is involved due to the fact that the integration is to be carried on over an ordered range of variables of integration. This difficulty is sometimes completely obviated by transforming the ordered variates to the unordered ones. Several such transformations are available in the Theory of Multiple Integrals. In previous papers [2, 3] the author used one such transformation, and gave alternative simplified proofs of several known results in the distribution theory of order statistics from the exponential and the power function distributions. In this paper we use such a known transformation to derive moments (and distributions if necessary) of order statistics from the Pareto distribution. Malik [4] has derived moments of order statistics from this distribution without the transformation of the ordered variates to the unordered ones. The process of direct integration used by Malik becomes complicated for dealing...
- Subjects :
- Statistics and Probability
Economics and Econometrics
Uniform distribution (continuous)
Order statistic
Mathematical analysis
Noncentral chi-squared distribution
symbols.namesake
Beta-binomial distribution
Heavy-tailed distribution
symbols
Applied mathematics
Lomax distribution
Pareto distribution
Statistics, Probability and Uncertainty
Mathematics
L-moment
Subjects
Details
- ISSN :
- 16512030 and 03461238
- Volume :
- 1972
- Database :
- OpenAIRE
- Journal :
- Scandinavian Actuarial Journal
- Accession number :
- edsair.doi...........479f2facf4838f3d7de71da5e50a35db