Some recurrence relations for single and product moments of order statistics from the generalized pareto distribution
S. Adeyemi (2002). Some recurrence relations for single and product moments of order statistics from the generalized pareto distribution. Journal of Statistical Research, Vol. 36, No. 2, pp. 169-177.
Abstract
We obtain some recurrence relations for raw, single and product, moments of order statistics from the Generalized Pareto distribution. Single moments of order statistics about an arbitrary point are also expressed as sums of the raw moments.
