Skip to main content
SpringerLink
Log in

Recurrence relations for order statistics from n independent and non-identically distributed random variables

  • Distribution and Characterizations
  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

Abstract

Some well-known reeurrence relations for order statistics in the i.i.d. case are generalized to the case when the variables are independent and non-identically distributed. These results could be employed in order to reduce the amount of direct computations involved in evaluating the moments of order statistics from an outlier model.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Arnold, B. C. (1977). Recurrence relations between expectations of functions of order statistics, Scand. Actuar. J., 169–174.

    Article  MathSciNet  Google Scholar 

  • Balakrishnan, N. (1986). Order statistics from discrete distributions, Comm. Statist. A—Theory Methods, 15(3), 657–675.

    Article  MathSciNet  Google Scholar 

  • Balakrishnan, N. and Malik, H. J. (1986). A note on moments of order statistics, Amer. Statist., 40, 147–148.

    MathSciNet  MATH  Google Scholar 

  • Cole, R. H. (1951). Relations between moments of order statistics, Ann. Math. Statist., 22, 308–310.

    Article  MathSciNet  Google Scholar 

  • David, H. A. (1981). Order Statistics, 2nd ed., Wiley, New York.

    MATH  Google Scholar 

  • David, H. A. and Joshi, P. C. (1968). Recurrence relations between moments of order statistics for exchangeable variates, Ann. Math. Statist., 39, 272–274.

    Article  MathSciNet  Google Scholar 

  • Govindarajulu, Z. (1963). On moments of order statistics and quasi-ranges from normal populations, Ann. Math. Statist., 34, 633–651.

    Article  MathSciNet  Google Scholar 

  • Melnick, E. L. (1964). Moments of ranked Poisson variates, M. S. Thesis, Virginia Polytechnic Institute.

  • Srikantan, K. S. (1962). Recurrence relations between the PDF's of order statistics, and some applications, Ann. Math. Statist., 33, 169–177.

    Article  MathSciNet  Google Scholar 

  • Vaughan, R. J. and Venables, W. N. (1972). Permanent expressions for order statistics densities. J. Roy. Statist. Soc. Ser. B, 34, 308–310.

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, McMaster University, Hamiltan, Ontario, Canada

    N. Salakbishnan

Authors
  1. N. Salakbishnan
    View author publications

    You can also search for this author in PubMed Google Scholar

About this article

Cite this article

Salakbishnan, N. Recurrence relations for order statistics from n independent and non-identically distributed random variables. Ann Inst Stat Math 40, 273–277 (1988). https://doi.org/10.1007/BF00052344

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00052344

Key words and phrases

Search

Navigation