On the exact sampling distribution of L-statistics

This paper shows that linear functions of order statistics (L-statistics) based on random samples have a Fundamental Skew distribution (Arellano-Valle 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 follows as special case.

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Year of publication:	2003-11
Authors:	Crocetta, Corrado ; Loperfido, Nicola
Institutions:	Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia

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Extent:	application/pdf
Series:	Quaderni DSEMS.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005434741