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 |
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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. |
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ISSN: | 0018-9529 1558-1721 |
DOI: | 10.1109/TR.2003.813432 |