IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v160y2020ics0167715220300092.html
   My bibliography  Save this article

On order statistics from Laplace-type distributions

Author

Listed:
  • Aly, Emad-Eldin A.A.

Abstract

We obtain the probability density function (pdf) of a single order statistic (OS) and the joint pdf of two OS based on a random sample Zii=1n from Z=UX−(1−U)Y, where U,X and Y are independent with U∼Bernoulliβ. We drive formulas for calculating the moments and the product moments of OS based on Zii=1n. We apply the obtained results to the important class of Double distributions. This class includes the Double Exponential, the Double Logistic and the Double Pareto distributions.

Suggested Citation

  • Aly, Emad-Eldin A.A., 2020. "On order statistics from Laplace-type distributions," Statistics & Probability Letters, Elsevier, vol. 160(C).
    • Handle: RePEc:eee:stapro:v:160:y:2020:i:c:s0167715220300092
    DOI: 10.1016/j.spl.2020.108706
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715220300092
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2020.108706?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. N. Balakrishnan & Z. Govindarajulu & K. Balasubramanian, 1993. "Relationships between moments of two related sets of order statistics and some extensions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(2), pages 243-247, June.
    2. Nadarajah, Saralees & Afuecheta, Emmanuel & Chan, Stephen, 2013. "A double generalized Pareto distribution," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2656-2663.
    3. Nadarajah, Saralees, 2008. "Explicit expressions for moments of order statistics," Statistics & Probability Letters, Elsevier, vol. 78(2), pages 196-205, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kirkøen, Benedicte & Engell, Thomas & Follestad, Ingvild B. & Holen, Solveig & Hagen, Kristine Amlund, 2021. "Early academic struggles among children with home-based support from child welfare services," Children and Youth Services Review, Elsevier, vol. 131(C).
    2. Liu, Congzheng & Letchford, Adam N. & Svetunkov, Ivan, 2022. "Newsvendor problems: An integrated method for estimation and optimisation," European Journal of Operational Research, Elsevier, vol. 300(2), pages 590-601.
    3. Adamczyk, Paulina & Woźniak, Wojciech, 2021. "Prewencja zachowań samobójczych jako zadanie polityki zdrowia publicznego. Doświadczenia Finlandii, inspiracja dla Polski?," Studia z Polityki Publicznej / Public Policy Studies, Warsaw School of Economics, vol. 8(4), pages 1-24, December.
    4. Rodney P. Jones, 2021. "Were the hospital bed reductions proposed by English Clinical Commissioning Groups (CCGs) in the sustainability and transformation plans (STPs) achievable? Insights from a new model to compare interna," International Journal of Health Planning and Management, Wiley Blackwell, vol. 36(2), pages 459-481, March.
    5. e Silva, Danilo P. & Félix Salles, José L. & Fardin, Jussara F. & Rocha Pereira, Maxsuel M., 2020. "Management of an island and grid-connected microgrid using hybrid economic model predictive control with weather data," Applied Energy, Elsevier, vol. 278(C).
    6. Vo, Duc Hong & Vo, Anh The & Ho, Chi Minh & Nguyen, Ha Minh, 2020. "The role of renewable energy, alternative and nuclear energy in mitigating carbon emissions in the CPTPP countries," Renewable Energy, Elsevier, vol. 161(C), pages 278-292.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Blier-Wong, Christopher & Cossette, Hélène & Marceau, Etienne, 2023. "Risk aggregation with FGM copulas," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 102-120.
    2. Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
    3. Aaron Childs, 2003. "Higher order moments of order statistics from INID exponential random variables," Statistical Papers, Springer, vol. 44(2), pages 151-167, April.
    4. MirMostafaee, S.M.T.K., 2014. "On the moments of order statistics coming from the Topp–Leone distribution," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 85-91.
    5. Ali Genç, 2012. "Moments of order statistics of Topp–Leone distribution," Statistical Papers, Springer, vol. 53(1), pages 117-131, February.
    6. Lira Pi & H. Nagaraja, 2015. "Fisher information in censored samples from folded and unfolded populations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(7), pages 785-806, October.
    7. Narayanaswamy Balakrishnan & Ritwik Bhattacharya, 2022. "Revisiting Best Linear Unbiased Estimation of Location-Scale Parameters Based on Optimally Selected Order Statistics Using Compound Design," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1891-1915, September.
    8. Zhe Chen & F. Douglas Foster & David R. Gallagher & Adrian D. Lee & Steven Cahan, 2015. "A model of emulation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(3), pages 717-748, September.
    9. Abdelaziz Alsubie & Zuber Akhter & Haseeb Athar & Mahfooz Alam & Abd EL-Baset A. Ahmad & Gauss M. Cordeiro & Ahmed Z. Afify, 2021. "On the Omega Distribution: Some Properties and Estimation," Mathematics, MDPI, vol. 9(6), pages 1-21, March.
    10. Halvarsson, Daniel, 2019. "Asymmetric Double Pareto Distributions: Maximum Likelihood Estimation with Application to the Growth Rate Distribution of Firms," Ratio Working Papers 327, The Ratio Institute.
    11. Mahdi Salehi & Mahdi Doostparast, 2015. "Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 547-568, November.
    12. Zuber Akhter & Jagdish Saran & Kanika Verma & Narinder Pushkarna, 2022. "Moments of Order Statistics from Length-Biased Exponential Distribution and Associated Inference," Annals of Data Science, Springer, vol. 9(6), pages 1257-1282, December.
    13. Iliopoulos, G. & Balakrishnan, N., 2009. "Conditional independence of blocked ordered data," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1008-1015, April.
    14. Liu, Wei & Semeyutin, Artur & Lau, Chi Keung Marco & Gozgor, Giray, 2020. "Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models," Research in International Business and Finance, Elsevier, vol. 54(C).
    15. Mai F. Alfahad & Mohamed E. Ghitany & Ahmad N. Alothman & Saralees Nadarajah, 2023. "A Bimodal Extension of the Log-Normal Distribution on the Real Line with an Application to DNA Microarray Data," Mathematics, MDPI, vol. 11(15), pages 1-17, July.
    16. T. Ogura & H. Murakami, 2014. "A rank test based on the moments of order statistics of the modified Makeham distribution," Computational Statistics, Springer, vol. 29(6), pages 1691-1711, December.
    17. Aaron Childs, 2006. "Higher order moments of order statistics from INID symmetric random variables," Statistical Papers, Springer, vol. 47(2), pages 299-310, March.
    18. Charlotte Truchet & Alejandro Arbelaez & Florian Richoux & Philippe Codognet, 2016. "Estimating parallel runtimes for randomized algorithms in constraint solving," Journal of Heuristics, Springer, vol. 22(4), pages 613-648, August.
    19. Pescim, Rodrigo R. & Demétrio, Clarice G.B. & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Urbano, Mariana R., 2010. "The beta generalized half-normal distribution," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 945-957, April.
    20. Emrah ALTUN & Morad ALIZADEH & Gamze OZEL & Hüseyin TATLIDIL & Najmieh MAKSAYI, 2017. "Forecasting Value-At-Risk With Two-Step Method: Garch-Exponentiated Odd Log-Logistic Normal Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 97-115, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:160:y:2020:i:c:s0167715220300092. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.