On some order statistics properties of the Mukherjee-Islam distribution
2016
In this paper, we study the distribution of order statistics of the Mukherjee-Islam distribution. We establish some recurrence relation for single and product moments of order statistics from Mukherjee-Islam distribution. These recurrence relations will enable the computation of the means, variances and covariances of all order statistics for all sample sizes in a simple and efficient recursive manner. The exact analytical expressions of entropy, residual entropy and past residual entropy for order statistics of Mukherjee-Islam distribution are derived.
Keywords:
- Maximum entropy probability distribution
- Econometrics
- Noncentral chi-squared distribution
- Hotelling's T-squared distribution
- Approximate entropy
- Normal-gamma distribution
- Statistics
- Inverse-chi-squared distribution
- L-estimator
- Mathematics
- Uniform distribution (continuous)
- Asymptotic distribution
- Principle of maximum entropy
- Order statistic
- Statistical physics
- Beta-binomial distribution
- Wishart distribution
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