Article ID Journal Published Year Pages File Type
1151947 Statistics & Probability Letters 2014 7 Pages PDF
Abstract

Necessary and sufficient conditions for the existence of order statistics moments of αα-stable random variables are introduced. Using the obtained results, all parameters of αα-stable distribution are estimated.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Estimating the parameters of an αα-stable distribution using the existence of moments of order statistics
Authors
, ,