Moments of order statistics from the two-sided power distribution
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Abstract (EN)
Order statistics and moments of order statistics are widely used in statistical inference studies. In this study, two sided power (TSP) distribution which is used widely for modelling financial data is studied and firstly, single moments of order statistics are obtained. Then, recurrence relations for these single moments, L-moments, domain of attractions of minimum and maximum order statistics, product moments of order statistics and recurrence relations for these product moments are obtained. Finally, best linear unbiased estimators (BLUE) of location and scale parameters of the two-sided power distribution are obtained and observed that the BLUE's which are obtained by using moments of order statistics gives more effective results.
Author
Çağatay Çetinkaya
How to Cite
Çağatay Çetinkaya (Master Thesis). Moments of order statistics from the two-sided power distribution, 2016, Çukurova University.
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