Artikel

Alternative approach to moments of order statistics from one-parameter Weibull distribution

The Weibull distribution is used to describe various observed failures of phenomena and widely used in survival analysis and reliability theory. Sometimes it is very difficult to compute moments of such distributions due to various reasons for e.g. analytical issues, multi parameter cases etc. This study presents the computation of the moments and the expected value of the product of order statistics in the sample from the one-parameter Weibull distribution. An alternative approach in connection to survival function is used to obtain these moments and expected values. In addition the characteristic function of the above distribution is also obtained in the form of gamma functions. Further an illustration is shown to find the first two moments and expected value of the product of order statistics by using this approach.

Language
Englisch

Bibliographic citation
Journal: Statistics in Transition New Series ; ISSN: 2450-0291 ; Volume: 21 ; Year: 2020 ; Issue: 1 ; Pages: 169-178 ; New York: Exeley

Subject
order statistics
survival function
moments
characteristic function

Event
Geistige Schöpfung
(who)
Rai, Piyush Kant
Sirohi, Anu
Event
Veröffentlichung
(who)
Exeley
(where)
New York
(when)
2020

DOI
doi:10.21307/stattrans-2020-010
Handle
Last update
10.03.2025, 11:44 AM CET

Data provider

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Object type

  • Artikel

Associated

  • Rai, Piyush Kant
  • Sirohi, Anu
  • Exeley

Time of origin

  • 2020

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