Computing moments of discrete order statistics from non-identical distributions

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:328

Article

Davies, Katherine¹  Dembinska, Anna² 

[1] Univ Manitoba, Dept Stat, Winnipeg, MB R3T 2N2, Canada

[2] Warsaw Univ Technol, Fac Math & Informat Sci, Ul Koszykowa 75, PL-00662 Warsaw, Poland

关键词: Discrete distributions;    Order statistics;    Moments of order statistics;    INID variables;   

DOI  :  10.1016/j.cam.2017.07.017

来源: Elsevier

【 摘 要 】

In life-testing and reliability studies, it is commonly assumed that the lifetimes come from a continuous distribution. While this often makes derivations more tractable, under certain circumstances, it may be more realistic to assume a discrete distribution. Recent literature has heavily focused on the former and with this, results have been aimed at deriving properties in the case of independent and identically distributed random variables and associated order statistics. In this paper, we consider the case of discrete order statistics from non-identical distributions. We derive expression for single and product moments, and with this, covariances. We demonstrate the results for the geometric and binomial distributions. (C) 2017 Elsevier B.V. All rights reserved.

【 授权许可】

Free