Moments of order statistics of the standard two-sided power distribution
Çağatay Çetinkaya and
Ali İ. Genç
Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 17, 4311-4328
Abstract:
The standard two-sided power distribution is a flexible distribution having uniform, power function and triangular as subdistributions, and it is a reasonable alternative to the Laplace distribution in some cases. In this work, computationally efficient expressions for moments of order statistics, expressions for L-moments, and asymptotic results for sample extrema are derived. Then a simulation study is performed for the location-scale estimation problem of a small data set by considering the maximum likelihood estimation method and the best linear unbiased estimation method based on the moments of order statistics.
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:17:p:4311-4328
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DOI: 10.1080/03610926.2017.1373818
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