this article, we present a new algorithm to compute the moments, product moments, variances and covariances of order statistics in skewed continuous distributions for any sample size. The algorithm is written using the Gauss-Legender quadrature algorithm of GAUSS mathematical and statistical system matrix programming language. The accuracy of the calculations was tested for the Gamma, Weibull, and the extreme value distributions. A nonlinear least squares approximation for the first moments of order statistics for the gamma, Weibull and extreme value distributions is also presented.
Abdelaziz Hussien, O. (2010). Computation of the Moments and Product Moments of Order Statistics for Skewed Continuous Distribution. The Egyptian Statistical Journal, 54(2), 84-107. doi: 10.21608/esju.2010.314305
MLA
Osama Abdelaziz Hussien. "Computation of the Moments and Product Moments of Order Statistics for Skewed Continuous Distribution", The Egyptian Statistical Journal, 54, 2, 2010, 84-107. doi: 10.21608/esju.2010.314305
HARVARD
Abdelaziz Hussien, O. (2010). 'Computation of the Moments and Product Moments of Order Statistics for Skewed Continuous Distribution', The Egyptian Statistical Journal, 54(2), pp. 84-107. doi: 10.21608/esju.2010.314305
VANCOUVER
Abdelaziz Hussien, O. Computation of the Moments and Product Moments of Order Statistics for Skewed Continuous Distribution. The Egyptian Statistical Journal, 2010; 54(2): 84-107. doi: 10.21608/esju.2010.314305
)
View on SCiNiTO