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On the exact sampling distribution of L-statistics

Corrado Crocetta () and Nicola Loperfido ()

Quaderni DSEMS from Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia

Abstract: This paper shows that linear functions of order statistics (L-statistics) based on random samples have a Fundamental Skew distribution (Arellano-Valle Genton, 2003). The paper also examines the exact distribution of L-statistics when the sampled population is Skew Normal. Exact distributions of L-statistics from normal samples easily follows as special case.

Date: 2003-11
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Journal Article: The exact sampling distribution of L-statistics (2005) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:ufg:qdsems:06-2003

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