Explicit expressions for moments of normal order statistics

• Autorzy: Nadarajah S.
• Języki publikacji: EN

Abstrakty

EN

For the first time, explicit closed form expressions are derived for moments of order statistics from the normal distribution.

Słowa kluczowe

EN

normal distribution; Lauricella function of type A; order statistics

PL

rozkład normalny; funkcje Lauricella; statystyka uporządkowana

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2007
• Tom: Vol. 40, nr 3
• Strony: 575--579
• Opis fizyczny: Bibliogr. 6 poz.

Twórcy

autor

Nadarajah S.

• School of Mathematics University of Manchester Manchester M13 9PL, UK,

Bibliografia

• Bose, R. C. and Gupta, S. S. (1959). Moments of order statistics from a normal population, Biometrika 46, 433-440.
• Exton, H. (1978). Handbook of Hypergeometric Integrals: Theory, Applications, Tables, Computer Programs, Halsted Press, New York.
• Govindarajulu, Z. (1963). On moments of order statistics and quasi-ranges from normal populations, Ann. Math. Statist. 34, 633-651.
• Harter, H. L. (1961). Expected values of normal order statistics, Biometrika 48, 151-165.
• Joshi, P. C. and Balakrishnan, N. (1981). An identity for the moments of normal order statistics with applications, Scand. Actuar. J. 203-213.
• Renner, R. M. (1976). Evaluation by power series of the means of normal order statistics of samples of sizes six and seven, Mathematical Chronicle 4, 141-147.