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Explicit expressions for moments of gamma order statistics

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Bulletin of the Brazilian Mathematical Society, New Series Aims and scope Submit manuscript

Abstract.

Explicit closed form expressions are derived for the moments of order statistics from the gamma and generalized gamma distributions. The expressions involve the Lauricella functions of type A and type B. The usefulness of the result is illustrated through two quality control data sets.

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Authors and Affiliations

  1. School of Mathematics, University of Manchester, Manchester, M60 1QD, UNITED KINGDOM

    Saralees Nadarajah

  2. Department of Statistics, University of Calcutta, Kolkata, 700019, INDIA

    Manisha Pal

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  1. Saralees Nadarajah
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  2. Manisha Pal
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Nadarajah, S., Pal, M. Explicit expressions for moments of gamma order statistics. Bull Braz Math Soc, New Series 39, 45–60 (2008). https://doi.org/10.1007/s00574-008-0071-8

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  • DOI: https://doi.org/10.1007/s00574-008-0071-8

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