Using algebraic software to compute the moments of order statistics

DOI10.1007/BF00121634MaRDI QIDQ2365313zbMATH OpenFDO

Authors Corrado Provasi

Publication date 24 July 1997

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00121634

zbMATH Keywords

algebraic software MathematicaCauchy distributionsdouble Weibullextreme-value distributiongeneralised least-squares estimateslocationlogisticmoments of order statisticsscaleWeibull

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Computing the moments of order statistics from nonidentically distributed Weibull variables
• Moments of Order Statistics—From Even to Odd Sample Sizes
• Moments of order statistics of the generalized gamma distribution: a computational approach
• scientific article; zbMATH DE number 1547262

Cites work

• An analysis of variance test for normality (complete samples)
• Computer algebra in probability and statistics
• Goodness-of-Fit Tests Based on Nonlinearity in Probability Plots
• History and role of order statistics
• scientific article; zbMATH DE number 432656 (Why is no real title available?)
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• scientific article; zbMATH DE number 3956233 (Why is no real title available?)
• scientific article; zbMATH DE number 4098590 (Why is no real title available?)
• LEAST-SQUARES ESTIMATION OF LOCATION AND SCALE PARAMETERS USING ORDER STATISTICS
• Logistic Order Statistics
• On Moments of Order Statistics from the Weibull Distribution
• On the Bivariate Moments of Order Statistics from a Logistic Distribution
• On the Exact Evaluation of the Variances and Covariances of Order Statistics in Samples from the Extreme-Value Distribution
• Order Statistics Estimators of the Location of the Cauchy Distribution
• Relations, bounds and approximations for order statistics
• Simplified Estimation from Censored Normal Samples

Cited in

(2)

• \textbf{mathStatica}: mathematical statistics with Mathematica
• Computer algebra and algorithms for unbiased moment estimation of arbitrary order

Describes a project that uses

Uses Software

• Mathematica

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