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A note on the Exact Sampling Distribution of L-Statistics


  • Corrado Crocetta


  • Nicola Loperfido


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.

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  • Corrado Crocetta & Nicola Loperfido, 2004. "A note on the Exact Sampling Distribution of L-Statistics," Quaderni DSEMS 19-2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  • Handle: RePEc:ufg:qdsems:19-2004

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    L-statistics; Robustness; Skew-Normal; Exact Distribution.;

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