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2015 | 35 | 1-2 | 95-106
Tytuł artykułu

Moments of order statistics of the Generalized T Distribution

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Treść / Zawartość
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EN
Abstrakty
EN
We derive an explicit expression for the single moments of order statistics from the generalized t (GT) distribution. We also derive an expression for the product moment of any two order statistics from the same distribution. Then the location-scale estimating problem of a real data set is solved alternatively by the best linear unbiased estimates which are based on the moments of order statistics.
Twórcy
  • Department of Statistics, Çukurova University, 01330 Adana, Turkey
Bibliografia
  • [1] B.C. Arnold, N. Balakrishnan and H.N. Nagaraja, A First Course in Order Statistics (Wiley, New York, 1992).
  • [2] O. Arslan and A.İ. Genç, Robust location and scale estimation based on the univariate generalized t (GT) distribution, Commun. Stat.-Theor. Methods 32 (2003), 1505-1525.
  • [3] O. Arslan, Family of multivariate generalized t distributions, Journal of Multivariate Analysis 89 (2004), 329-337.
  • [4] S.T.B. Choy and J.S.K Chan, Scale mixtures distributions in statistical modelling, Aust. N.Z.J. Stat. 50 (2008), 135-146.
  • [5] H.A. David and H.N. Nagaraja, Order Statistics (Wiley, Hoboken, New Jersey, 2003).
  • [6] H. Exton, Multiple Hypergeometric Functions (Halstead, New York, 1976).
  • [7] H. Exton, Handbook of Hypergeometric Integrals: Theory Applications, Tables, Computer Programs (Halsted Press, New York, 1978).
  • [8] T. Fung and E. Seneta, Extending the multivariate generalised t and generalised VG distributions, Journal of Multivariate Analysis 101 (2010), 154-164.
  • [9] A.İ. Genç, The generalized T Birnbaum–-Saunders family, Statistics 47 (2013), 613-625.
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  • [12] S. Nadarajah, Explicit expressions for moments of t order statistics, C.R. Acad. Sci. Paris, Ser. I. 345 (2007), 523-526.
  • [13] S. Nadarajah, On the generalized t (GT) distribution, Statistics 42 (2008a), 467-473.
  • [14] S. Nadarajah, Explicit expressions for moments of order statistics, Statistics and Probability Letters 78 (2008b), 196-205.
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  • [16] D.C. Vaughan, The exact values of the expected values, variances and covariances of the order statistics from the Cauchy distribution, J. Statist. Comput. Simul. 49 (1994), 21-32.
  • [17] H.D. Vu, Iterative algorithms for data reconciliation estimator using generalized t-distribution noise model, Ind. Eng. Chem. Res. 53 (2014), 1478-1488.
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  • [19] J.J.J. Wang, S.T.B. Choy and J.S.K. Chan, Modelling stochastic volatility using generalized t distribution, Journal of Statistical Computation and Simulation 83 (2013), 340-354.
  • [20] W. Research, Inc.,Mathematica, Version 9.0 Champaign, IL (2012).
Typ dokumentu
Bibliografia
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bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1174
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