Some Important Relations Involving Order Statistics. Recurrence Relations and Identities Involving Order Statistics

      Аннотация: Random variables arranged in ascending order of magnitude are called order statistics. Order statistics are widely used in statistical models and inference. It has also a very interesting application in reliability. In fact, the r-th order statistics in a sample of size n represents the life-length of a (n-r+1) out of n system in reliability theory. It consists of n components of the same kind with their life-lengths independently and identically distributed. The system works if at least (n-r+1) component function.

Ключевые слова: Order Statistics, moments, Recurrence Relations, identities