Advances and Applications in Statistics
Volume 44, Issue 3, Pages 201 - 217
(March 2015) http://dx.doi.org/10.17654/ADASMar2015_201_217 |
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DISTRIBUTION AND MOMENTS OF THE DOUBLE EXPONENTIAL SAMPLE RANGE
Kamal Samy Selim
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Abstract: In their book, Kotz et al. [10] obtained the p.d.f. of the range for samples from the standard double exponential distribution as a function of recurrent relations. In this paper, we ameliorate and extend this result by deriving new computationally acquiescent exact p.d.f. of the difference of any arbitrary two order statistics. The p.d.f. of the range is then obtained as a special case, for any sample of size n, and the function forms for are explicitly singled out. By adapting a composition algorithm to conduct computations, mean, variance, skewness and kurtosis of the range are evaluated and tabulated for samples of size
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Keywords and phrases: Laplace distribution, order statistics difference, range moments, quasi-range, composition algorithm. |
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