Explicit Expressions for Moments of Log Normal Order Statistics

Nadarajah Saralees
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Nadarajah Saralees: School of Mathematics, University of Manchester, Manchester M13 9PL, UK. mbbsssn2@manchester.ac.uk

Stochastics and Quality Control, 2008, vol. 23, issue 2, 267-279

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.

Keywords: Lauricella function of type A; log normal distribution; order statistics (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1515/EQC.2008.267

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