Advances and Applications in Statistics
Volume 63, Issue 2, Pages 175 - 189
(August 2020) http://dx.doi.org/10.17654/AS063020175 |
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RECURSIVE COMPUTATION FOR MOMENTS OF ORDER STATISTICS FOR TRANSMUTED EXPONENTIAL DISTRIBUTION
Mashail Al-Sobhi, Saman Hanif Shahbaz and Muhammad Qaiser Shahbaz
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Abstract: Moments provide certain insight to properties of a distribution. Various properties of the distribution are based upon its moments. Often the data is arranged in increasing order of magnitude and the resulting distribution is an ordered distribution. In such cases the computation of moments becomes complex and often the explicit expression for moments is not easy to obtain and hence numeric computation is required. This problem can be overcome by computing moments of ordered distribution using some recursive method. The recursive computation of moments of ordered distributions has been studied by various authors in case on some parent distribution. The study of recursive computation of moments has not been extended to the case of transmuted distributions as the transmuted distributions are not easy to handle. In this paper we have proposed an efficient algorithm for computation of moments for an ordered transmuted distribution. The algorithm is presented for the case of transmuted exponential distribution. The algorithm is presented to compute single and product moments of ordered distribution when sample is available from a transmuted exponential distribution. We have used the algorithm to numerically compute the moments for various combinations of the parameters. The moments have been computed for various values of transmutation parameter. We have found that the moments and sample size are inversely related. |
Keywords and phrases: ordered moments, algorithm, recursive computation, transmuted exponential distribution.
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