Abstract
Expressions for marginal distribution functions of sequential order statistics and generalized order statistics are presented without any restrictions imposed on the model parameters. The results are related to the relevation transform, to the distribution of the product of Beta distributed random variables, and to Meijer’s G-functions. Some selected applications in the areas of moments, conditional distributions, recurrence relations, and reliability properties are shown.
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Key words:Order statistics; Generalized order statistics; Sequential order statistics; Record values; Distribution theory; Meijer’s G-function; Recurrence relations; Reliability properties.
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Cramer, E., Kamps, U. Marginal distributions of sequential and generalized order statistics. Metrika 58, 293–310 (2003). https://doi.org/10.1007/s001840300268
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DOI: https://doi.org/10.1007/s001840300268