Using algebraic software to compute the moments of order statistics |
| |
Authors: | Corrado Provasi |
| |
Affiliation: | (1) Department of Quantitative Methods, University of Siena, P.zza S. Francesco, 8, 5311 Siena, Italy |
| |
Abstract: | 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. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|