Article ID Journal Published Year Pages File Type
1148926 Journal of Statistical Planning and Inference 2006 27 Pages PDF
Abstract
In this paper, we establish some relations for the single moments of order statistics arising from n independent and non-identically distributed logistic random variables. These relations are then used to deduce a set of recurrence relations for the moments of order statistics from the multiple-outlier logistic model (with a slippage of p observations). The moments of order statistics from the p-outlier model are expressed in terms of the corresponding quantities from (p-1)-outlier and (p-2)-outlier models. We then use these recurrence relations along with the corresponding i.i.d. results originally derived by Shah [1970. Note on moments of a logistic order statistics, Ann. Math. Statist. 41, 2151-2152.] and the results for the single outlier model discussed by Balakrishnan [1992a. Relationships between single moments of order statistics from non-identically distributed variables. In: Sen, P.K., Salama, I.A. (Eds.), Order Statistics and Nonparametrics: Theory and Applications. Elsevier, Amsterdam, pp. 65-78.] to compute the bias of various linear estimators of the location and scale parameters of the logistic distribution in the presence of multiple outliers.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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