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Recurrence relations among moments of order statistics from two related sets of independent and non-identically distributed random variables
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In this paper, the authors generalize these results to the case when the order statistics arise from two related sets of independent and non-identically distributed random variables and apply them to simplify the evaluation of the moments of order statistics in an outlier model.Abstract:
Some recurrence relations among moments of order statistics from two related sets of variables are quite well-known in the iid case and are due to Govindarajulu (1963a, Technometrics, 5, 514–518 and 1966, J Amer Statist Assoc, 61, 248–258) In this paper, we generalize these results to the case when the order statistics arise from two related sets of independent and non-identically distributed random variables These relations can be employed to simplify the evaluation of the moments of order statistics in an outlier model for symmetrically distributed random variablesread more
Citations
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Journal ArticleDOI
Permanents, Order Statistics, Outliers, and Robustness
TL;DR: In this article, the robustness properties of several linear estimators when multiple outliers are possibly present in the sample are investigated. But the robust properties of linear estimator are not discussed.
Journal ArticleDOI
Confidence Intervals for Quantiles and Tolerance Intervals Based on Ordered Ranked Set Samples
Narayanaswamy Balakrishnan,T. Li +1 more
TL;DR: In this paper, confidence intervals for quantiles and tolerance intervals based on ordered ranked set samples (ORSS) are derived and their properties are discussed. But they are not very accurate when the number of cycles in the RSS increases.
Journal ArticleDOI
Order statistics from non-identical exponential random variables and some applications
TL;DR: In this paper, the authors established some recurrence relations satisfied by the single and product moments of order statistics arising from n independent and non-identically distributed exponential random variables, and used these results to examine the sensitivity of a robust linear estimator to the presence of multiple outliers in the sample.
Journal ArticleDOI
Progressive censoring from heterogeneous distributions with applications to robustness
TL;DR: In this paper, the generalized order statistics from heterogeneous distributions are introduced and their properties are investigated, and the case of proportional hazards leads to an interesting connection to the model of generalized ordering statistics.
Journal ArticleDOI
Recurrence relations for order statistics from n independent and non-identically distributed random variables
TL;DR: In this article, 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.
References
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Book
Relations, Bounds and Approximations for Order Statistics
TL;DR: In this paper, the distribution of order statistics in a sample containing a single outlier has been studied in the context of robustness studies, and bounds on mean record values have been derived.
Journal ArticleDOI
Permanent Expressions for Order Statistic Densities
R. J. Vaughan,W. N. Venables +1 more
Journal ArticleDOI
On Moments of Order Statistics and Quasi-ranges from Normal Populations
TL;DR: In this paper, the lower bound on the number of integrals to be evaluated in order to know the first, second and mixed (linear) moments of the normal order statistics was obtained.
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