On the moments of gamma order statistics

P. C. Joshi

Naval Research Logistics Quarterly, 1979, vol. 26, issue 4, 675-679

Abstract: A recurrence relation between the moments of order statistics from the gamma distribution having an integer parameter r is obtained. It is shown that if the negative moments of orders ‐(r−1), …, −1 of the smallest order statistic in random samples of size n are known, then one can obtain all the moments. Tables of negative moments for r = 2 (1) 5 are also given.

Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:26:y:1979:i:4:p:675-679

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