Order statistics from a logistic distribution and applications to survival and reliability analysis

Joint moments involving arbitrary powers of order statistics are the main concern. Consider order statistics u/sub 1/ /spl les/ u/sub 2/ /spl les/ /spl middot//spl middot//spl middot/ /spl les/ u/sub k/ coming from a simple random sample of size n from a real continuous population where u/sub 1/ = x...

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Veröffentlicht in:IEEE transactions on reliability 2003-06, Vol.52 (2), p.200-206
1. Verfasser: Mathai, A.M.
Format: Artikel
Sprache:eng
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Zusammenfassung:Joint moments involving arbitrary powers of order statistics are the main concern. Consider order statistics u/sub 1/ /spl les/ u/sub 2/ /spl les/ /spl middot//spl middot//spl middot/ /spl les/ u/sub k/ coming from a simple random sample of size n from a real continuous population where u/sub 1/ = x/sub r(1):n/ is order-statistic #r/sub 1/, u/sub 2/ = x/sub r(1)+r(2):n/ is order statistic #(r/sub 1/ + r/sub 2/), et al., and u/sub k/ = x/sub r(1)+/spl middot//spl middot//spl middot/+r(k):n/ is order statistic #(r/sub 1/ +/spl middot//spl middot//spl middot/+ r/sub k/). Product moments are examined of the type E[u/sub 1//sup /spl alpha/(1)/ /spl middot/ u/sub 2//sup /spl alpha/(2)//sub /spl middot/ /spl middot//spl middot//spl middot//spl middot//u/sub k//sup /spl alpha/(k)/] where /spl alpha//sub 1/, ..., /spl alpha//sub k/ are arbitrary quantities that might be complex numbers, and E[/spl middot/] denotes the s-expected value. Some explicit evaluations are considered for a logistic population. Detailed evaluations of all integer moments of u/sub 1/ and recurrence relations, recurring only on the order of the moments, are given. Connections to survival functions in survival analysis, hazard functions in reliability situations, real type-1, type-2 /spl beta/ and Dirichlet distributions are also examined. Arbitrary product moments for the survival functions are evaluated. Very general results are obtained which can be used in many problems in various areas.
ISSN:0018-9529
1558-1721
DOI:10.1109/TR.2003.813432