Alternative approach to moments of order statistics from one-parameter Weibull distribution

• Authors: Piyush Kant Rai , Anu Sirohi

Abstracts

EN

The Weibull distribution is used to describe various observed failures of phenomena and widely used in survival analysis and reliability theory. Sometimes it is very difficult to compute moments of such distributions due to various reasons for e.g. analytical issues, multi parameter cases etc. This study presents the computation of the moments and the expected value of the product of order statistics in the sample from the one-parameter Weibull distribution. An alternative approach in connection to survival function is used to obtain these moments and expected values. In addition the characteristic function of the above distribution is also obtained in the form of gamma functions. Further an illustration is shown to find the first two moments and expected value of the product of order statistics by using this approach.

Keywords

EN

order statistics; survival function; moments; characteristic function

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2020
• Volume: 21
• Issue: 1
• Pages: 169-176

Contributors

author

Piyush Kant Rai

• Dept. of Statistics, B.H.U. Varanasi, India

author

Anu Sirohi

• Dept. of Mathematics and Statistics, Banasthali Vidyapith, Rajasthan, India

Identifiers

DOI

10.21307/stattrans-2020-010

Biblioteka Nauki

1358308