Moments of order statistics of the Cantor distribution

J. R. M. Hosking

Statistics & Probability Letters, 1994, vol. 19, issue 2, 161-165

Abstract: We obtain recursive formulas for the expected values of order statistics from the Cantor distribution defined by Lad and Taylor (Statist. Probab. Lett. 13 (1992) 307-310), and for a skew generalization of it. The formulas are used to calculate the L-moments of the distribution.

Keywords: Cantor; distribution; L-moments; order; statistics; self-similarity (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (4)

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