On the skewness of order statistics with applications

On the skewness of order statistics with applications

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Article ID: iaor201476
Volume: 212
Issue: 1
Start Page Number: 127
End Page Number: 138
Publication Date: Jan 2014
Journal: Annals of Operations Research
Authors: ,
Keywords: probability
Abstract:

Order statistics from heterogeneous samples have been extensively studied in the literature. However, most of the work focused on the effect of heterogeneity on the magnitude or dispersion of order statistics. In this paper, we study the skewness of order statistics from heterogeneous samples according to star ordering. The main results extend the corresponding results in Kochar and Xu (2009, 2011). Examples and applications are highlighted as well.

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