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On the exact sampling distribution of L-statistics

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Author Info
Corrado Crocetta ()
Nicola Loperfido

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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.

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Publisher Info
Paper provided by Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia in its series Quaderni DSEMS with number 06-2003.

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Date of creation: Nov 2003
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Handle: RePEc:ufg:qdsems:06-2003

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