On order statistics from Laplace-type distributions

Emad-Eldin A.A. Aly

Statistics & Probability Letters, 2020, vol. 160, issue C

Abstract: We obtain the probability density function (pdf) of a single order statistic (OS) and the joint pdf of two OS based on a random sample Zii=1n from Z=UX−(1−U)Y, where U,X and Y are independent with U∼Bernoulliβ. We drive formulas for calculating the moments and the product moments of OS based on Zii=1n. We apply the obtained results to the important class of Double distributions. This class includes the Double Exponential, the Double Logistic and the Double Pareto distributions.

Keywords: The random sign mixture transformation; Moments and product moments of order statistics (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (6)

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DOI: 10.1016/j.spl.2020.108706

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