Far East Journal of Theoretical Statistics
Volume 27, Issue 2, Pages 247 - 251
(March 2009)
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MOMENTS OF ORDER STATISTICS OF THE GENERALIZED GAMMA DISTRIBUTION: A COMPUTATIONAL APPROACH
Wafik Youssef Younan (Egypt) and Kamal Samy Selim (Egypt)
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Abstract: This paper gives the derivation of moments of the generalized gamma order statistics. A computational approach is introduced for computing these moments. The main idea basically relies on the expansion of the distribution function of the generalized gamma distribution as an infinite series raised to a positive integer. Moments obtained by Gupta [3] and Breiter and Krishnaiah [1] are easily obtained as special cases. A short table of moments is given for some values of the parameters of the generalized gamma distribution. Computations are performed on a Pentium 4 processor under Windows 2000 operating system. |
Keywords and phrases: generalized gamma distribution, moments of order statistics. |
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