Explicit Expressions for Moments of Log Normal Order Statistics

The log normal distribution is as popular in engineering as the normal distribution is in statistics. However, there has been little work relating to order statistics from the log normal distribution. In this note, explicit expressions are derived for the moments of order statistics from the log normal distribution by using a formula due to Withers. The usefulness of the result is illustrated through two data sets.

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Year of publication:	2008
Authors:	Saralees, Nadarajah
Published in:	Economic Quality Control. - De Gruyter. - Vol. 23.2008, 2, p. 267-279
Publisher:	De Gruyter

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010736191