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Explicit Expressions for Moments of Log Normal Order Statistics
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Saralees Nadarajah
Published/Copyright:
March 15, 2010
Abstract
The log normal distribution is as popular in engineering as the normal distribution is in statistics. However, there has been little work relating to order statistics from the log normal distribution. In this note, explicit expressions are derived for the moments of order statistics from the log normal distribution by using a formula due to Withers. The usefulness of the result is illustrated through two data sets.
Published Online: 2010-03-15
Published in Print: 2008-October
© Heldermann Verlag
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- Explicit Expressions for Moments of Log Normal Order Statistics
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Keywords for this article
Lauricella function of type A;
log normal distribution;
order statistics
Articles in the same Issue
- Stochastic Measurement Procedures Based on Stationary Time Series
- Semi-Parametric Estimation of PX,Y (X > Y)
- On The Performance of A New Test of Exponentiality Against IFR Alternatives Based on the L-statistic Approach
- Control Chart for Autocorrelated Processes with Heavy Tailed Distributions
- Designing the Scale Counting Procedure for Large Numbers of Small Parts
- MTBF for K-out-of-N: G Systems with M Failure Modes
- Non-parametric Control Chart for Controlling Variability Based on Rank Test
- Bounds for Distorted Risk Measures
- Parameter Estimation for the Bivariate Exponential Distribution by the EM Algorithm Based on Censored Samples
- Explicit Expressions for Moments of Log Normal Order Statistics
- Partially Specified Prior
- The Need for a Standard for Making Predictions