Recurrence Relations for the Mixed Moments of Order Statistics
Joshi, Prakash C.
Ann. Math. Statist., Tome 42 (1971) no. 6, p. 1096-1098 / Harvested from Project Euclid
Let $X_1, X_2, \cdots, X_n$ be a random sample of size $n$ from a continuous distribution with cdf $P(x)$ and pdf $p(x)$. Let $X_{1:n} \leqq X_{2:n} \leqq \cdots \leqq X_{n:n}$ be the corresponding order statistics. Denote the first moment $E(X_{r:n})$ by $\mu_{r:n} (1 \leqq r \leqq n)$ and the mixed moment $E(X_{r:n}, X_{s:n})$ by $\mu_{r,s:n} (1 \leqq r \leqq s \leqq n)$. We assume that all these moments exist. Several recurrence relations between these moments are summarized by Govindarajulu [1]. In this note, we give a simple argument which generalizes some of the results given in [1]. These generalizations then lead to some modifications in the theorems given by Govindarajulu.
Publié le : 1971-06-14
Classification: 
@article{1177693339,
     author = {Joshi, Prakash C.},
     title = {Recurrence Relations for the Mixed Moments of Order Statistics},
     journal = {Ann. Math. Statist.},
     volume = {42},
     number = {6},
     year = {1971},
     pages = { 1096-1098},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177693339}
}
Joshi, Prakash C. Recurrence Relations for the Mixed Moments of Order Statistics. Ann. Math. Statist., Tome 42 (1971) no. 6, pp.  1096-1098. http://gdmltest.u-ga.fr/item/1177693339/