Description
Speaker: Dr. Rashmi Tiwari, Department of Mathematics IIT Bombay
Title: SOME ASPECTS OF MOMENTS OF ORDERED STATISTICS
Abstract: Recurrence relations of moments which are useful to reduce
the amount of direct computations quite considerably and usefully
express the higher order moments of order statistics in terms of the
lower order moments and hence make the evaluation of higher order
moments easy. We have derived recurrence relations for single, double
(product) and higher moments of various ordered random variables, like
ordinary order statistics, progressively censored order statistics,
generalized order statistics and dual generalized order statistics
from some specific continuous distributions. It also deals with
L-moments and TL-moments which are analogous of the ordinary moments.
We have derived L-moments and TL-moments for some continuous
distributions. These results have been applied to find the L-moment
estimators and TL-moment estimators of the unknown parameters for some
specific continuous distributions.