A note 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 exchangeble random samples have a Fundamental Skew distribution (Arellano-Valle and 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 follow as special cases.

Keywords: L-statistics; Robustness; Skew-Normal; Exact Distribution. (search for similar items in EconPapers)
Date: 2004-11
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