Computation of the Moments and Product Moments of Order Statistics for Skewed Continuous Distribution | ||||
| The Egyptian Statistical Journal | ||||
| Article 3, Volume 54, Issue 2, December 2010, Page 84-107 PDF (28.56 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.2010.314305 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Osama Abdelaziz Hussien | ||||
| Faculty of Commerce, Alexandria University. Egypt | ||||
| Abstract | ||||
| 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. | ||||
| Keywords | ||||
| Order Statistics; Simpson's Algorithm; Gauss; Legendre Quadrature Algorithm; Series Approximations; Nonlinear Least Squares Approximations; Recurrence Relations | ||||
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