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PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION

Year 2017, Volume: 10 Issue: 1, 14 - 23, 31.01.2017

Abstract

In this work, moment relations for the product moments of order statistics from the standard two-sided power (STSP) distribution are obtained. Since the probability density function (pdf) of the STSP distribution is a piecewise function, we consider the pieces separately and develop certain moment relations based on these pieces. Also, the usefulness of these moment relations in evaluating the product moments of order statistics from the STSP distribution is discussed.

References

  • Arnold, B.C., Balakrishnan, N. and Nagaraja H.N. (1992). A First Course in Order Statistics. John Wiley, New York.
  • Balakrishnan, N., Malik, H.J. and Ahmet, S.E. (1988). Recurrence relations and identities for moments of order statistics II: Speci c continuous distributions. Commun. Statist. - Theo. Meth., 17, 2657-2694.
  • Cetinkaya, C . and Genc, A_I. (2016). Moments of order statistics of the standard two-sided power distribution, Submitted for publication.
  • David, H.A. and Nagaraja, H.N. (2003). Order Statistics, 3rd edn. John Wiley and Sons, New York.
  • Genc, A_I. (2012). Moments of order statistics of Topp-Leone distribution. Statistical Papers, 53, 117-131.
  • Khan, A.H., Parvez, S. and Yaqub, M. (1983). Recurrence relations between product moments of order statistics. Journal of Statistical Planning and Inference, 8, 175-183.
  • Kotz, S. and Van Dorp, J.R. (2004). Beyond Beta: Other Continuous Families of Distributions with Bounded Support and Applications, Singapure, World Scienti c.
  • Nagaraja, H.N. (2013). Moments of order statistics and L-Moments for the symmetrical triangular distribution. Statistics and Probability Letters, 83, 2357-2363.
  • Thomas, P.Y. and Samuel, P (2008). Recurrence relations for the moments of order statistics from a beta distribution. Statistical Papers, 49, 139-146.
  • Van Dorp, J.R. and Kotz, S. (2002). The standard two-sided power distribution and its properties: With applications in nancial engineering. The American Statistican, 56, 90-99.
Year 2017, Volume: 10 Issue: 1, 14 - 23, 31.01.2017

Abstract

References

  • Arnold, B.C., Balakrishnan, N. and Nagaraja H.N. (1992). A First Course in Order Statistics. John Wiley, New York.
  • Balakrishnan, N., Malik, H.J. and Ahmet, S.E. (1988). Recurrence relations and identities for moments of order statistics II: Speci c continuous distributions. Commun. Statist. - Theo. Meth., 17, 2657-2694.
  • Cetinkaya, C . and Genc, A_I. (2016). Moments of order statistics of the standard two-sided power distribution, Submitted for publication.
  • David, H.A. and Nagaraja, H.N. (2003). Order Statistics, 3rd edn. John Wiley and Sons, New York.
  • Genc, A_I. (2012). Moments of order statistics of Topp-Leone distribution. Statistical Papers, 53, 117-131.
  • Khan, A.H., Parvez, S. and Yaqub, M. (1983). Recurrence relations between product moments of order statistics. Journal of Statistical Planning and Inference, 8, 175-183.
  • Kotz, S. and Van Dorp, J.R. (2004). Beyond Beta: Other Continuous Families of Distributions with Bounded Support and Applications, Singapure, World Scienti c.
  • Nagaraja, H.N. (2013). Moments of order statistics and L-Moments for the symmetrical triangular distribution. Statistics and Probability Letters, 83, 2357-2363.
  • Thomas, P.Y. and Samuel, P (2008). Recurrence relations for the moments of order statistics from a beta distribution. Statistical Papers, 49, 139-146.
  • Van Dorp, J.R. and Kotz, S. (2002). The standard two-sided power distribution and its properties: With applications in nancial engineering. The American Statistican, 56, 90-99.
There are 10 citations in total.

Details

Primary Language English
Journal Section Research Article
Authors

Çağatay Çetinkaya

Ali İ. Genç This is me

Publication Date January 31, 2017
Acceptance Date December 29, 2016
Published in Issue Year 2017 Volume: 10 Issue: 1

Cite

APA Çetinkaya, Ç., & Genç, A. İ. (2017). PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION. Istatistik Journal of The Turkish Statistical Association, 10(1), 14-23.
AMA Çetinkaya Ç, Genç Aİ. PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION. IJTSA. January 2017;10(1):14-23.
Chicago Çetinkaya, Çağatay, and Ali İ. Genç. “PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION”. Istatistik Journal of The Turkish Statistical Association 10, no. 1 (January 2017): 14-23.
EndNote Çetinkaya Ç, Genç Aİ (January 1, 2017) PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION. Istatistik Journal of The Turkish Statistical Association 10 1 14–23.
IEEE Ç. Çetinkaya and A. İ. Genç, “PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION”, IJTSA, vol. 10, no. 1, pp. 14–23, 2017.
ISNAD Çetinkaya, Çağatay - Genç, Ali İ. “PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION”. Istatistik Journal of The Turkish Statistical Association 10/1 (January 2017), 14-23.
JAMA Çetinkaya Ç, Genç Aİ. PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION. IJTSA. 2017;10:14–23.
MLA Çetinkaya, Çağatay and Ali İ. Genç. “PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION”. Istatistik Journal of The Turkish Statistical Association, vol. 10, no. 1, 2017, pp. 14-23.
Vancouver Çetinkaya Ç, Genç Aİ. PARTIALLY MOMENT RELATIONS FOR THE PRODUCT MOMENTS OF ORDER STATISTICS FROM THE STANDARD TWO-SIDED POWER DISTRIBUTION. IJTSA. 2017;10(1):14-23.