A note on the Exact Sampling Distribution of L-Statistics.

This paper shows that linear functions of order statistics (L-statistics) based on exchangeble random samples have a Fundamental Skew distribution (Arellano-Valle and Genton, 2003). The paper also examines the exact distribution of L.statistics when the sampled population is Skew-Normal. Exact distributions of L-Statistics from Normal samples easily follow as special cases.

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Year of publication:	2004-11
Authors:	Crocetta, Corrado ; Loperfido, Nicola
Institutions:	Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
Subject:	L-statistics \| Robustness \| Skew-Normal \| Exact Distribution

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Series:	Quaderni DSEMS.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005265185