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Generalized exponential distribution: Moments of order statistics
Journal article   Peer reviewed

Generalized exponential distribution: Moments of order statistics

Statistics (Berlin, DDR), Vol.38(1), pp.29-41
01/02/2004

Abstract

Hypergeometric functions Moment generating function Moments of order statistics Order statistics Polygamma functions Riemann zeta function
In this paper, we consider the generalized exponential distribution (GED) with shape parameter α. We establish several recurrence relations satisfied by the single and the product moments for order statistics from the GED. The relationships can be written in terms of polygamma and hypergeometric functions and used in a simple recursive manner in order to compute the single and the product moments of all order statistics for all sample sizes.

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