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An efficient computational method for moments of order statistics under progressive censoring

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Author Info
Balakrishnan, N.
Childs, A.
Chandrasekar, B.
Abstract

Thomas and Wilson (Technometrics 14 (1972) 679) developed a computational method for calculating the single and product moments of order statistics from progressively censored samples by making use of the corresponding moments of the usual order statistics. The absence of an explicit representation for the marginal and joint density function of order statistics under progressive censoring makes their method extremely tedious. By deriving the required marginal and joint density functions in explicit form, we obtain an alternative, highly efficient, method for computing the desired moments.

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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 60 (2002)
Issue (Month): 4 (December)
Pages: 359-365
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Handle: RePEc:eee:stapro:v:60:y:2002:i:4:p:359-365

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Keywords: Order statistics Progressive censoring Single moments Product moments;

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  1. Haikady Nagaraja, 2007. "Comments on: Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(2), pages 260-261, August. [Downloadable!] (restricted)
  2. Ayman M. Abd-Elrahman & Khalaf S. Sultan, 2007. "Reliability estimation based on general progressive censored data from theWeibull model: comparison between Bayesian and classical approaches," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 239-257. [Downloadable!]
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