An identity for expectations of functions of order statistics

DOI10.1007/BF02613701zbMath0784.62041MaRDI QIDQ1312216

Lutz Mattner, Udo Kamps

Publication date: 12 April 1994

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176484

zbMATH Keywords

moments of order statisticscharacterization resultsexpectations of general functions of order statisticsidentities for characteristic functions

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

On characterizations of distributions by expected values of order statistics and record values with gap ⋮ A concept of generalized order statistics ⋮ Recurrence relations for expectations of functions of order statistics for doubly truncated distributions and their applications ⋮ On a Class of Distributions Defined by the Relationship Between Their Density and Distribution Functions ⋮ Relations for expectations of functions of generalized order statistics ⋮ An identity for the conditional expectations of functions of adjacent order statistics

Cites Work

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• Characterizations of distributions via relationships between two moments of order statistics
• A general recurrence relation for moments of order statistics in a class of probability distributions and characterizations
• Moment inequalities for order statistics with applications to characterizations of distributions
• Recurrence relations between moments of order statistics
• Recurrence Relations And Identities For Moments Of Order Statistics, II; Specific Continuous Distributions
• Moment Problem of Order Statistics: A Review

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