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 statistics; characterization results; expectations of general functions of order statistics; identities for characteristic functions

Mathematics Subject Classification ID

62G30: Order statistics; empirical distribution functions

62E10: Characterization and structure theory of statistical distributions

Related Items

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, On characterizations of distributions by expected values of order statistics and record values with gap, Relations for expectations of functions of generalized order statistics, A concept 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