Using Algebraic Software to Compute the Moments of Order Statistics.

Here we examine using the algebraic software "Mathematica" for computing the moments of the order statistics of several frequently used distribution functions, specifically those for the extreme-value Weibull, double Weibull, logistic and Cauchy distributions. These are illustrated in obtaining the generalised least-squares estimates of the location and scale parameters of the extreme-value distribution. Citation Copyright 1996 by Kluwer Academic Publishers.

MoreLess

Year of publication:	1996
Authors:	Provasi, Corrado
Published in:	Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 9.1996, 3, p. 199-213
Publisher:	Society for Computational Economics - SCE

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005701581