This paper shows that linear functions of order statistics (L-statistics) based on random samples have a Fundamental Skew distribution. It also shows that the exact distribution of L-statistics from Skew-Normal random samples is Closed Skew-Normal. Exact distributions of L-statistics from Normal samples easily follow as special cases.
The Exact Sampling Distribution of L-statistics
CROCETTA, CORRADO;
2005-01-01
Abstract
This paper shows that linear functions of order statistics (L-statistics) based on random samples have a Fundamental Skew distribution. It also shows that the exact distribution of L-statistics from Skew-Normal random samples is Closed Skew-Normal. Exact distributions of L-statistics from Normal samples easily follow as special cases.File in questo prodotto:
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