Comptes Rendus
no. 9
Statistics
Explicit expressions for moments of t order statistics

Presented by: Paul Deheuvels

Saralees Nadarajah1
1 School of Mathematics, University of Manchester, Manchester M60 1QD, United Kingdom
Comptes Rendus. Mathématique, Volume 345 (2007) no. 9, pp. 523-526.

The Student's t distribution is the second most popular distribution in statistics, second only to the normal distribution. For the first time, this Note derives explicit closed form expressions for moments of order statistics from the Student's t distribution.

La distribution en t de Student est la seconde loi de distribution la plus utilisée en statistiques après la loi de distribution normale. Pour la première fois cette Note donne, sous forme explicite, les moments de statistiques d'ordre pour la distribution de Student en t.

Received:
Accepted:
Published online:
DOI: 10.1016/j.crma.2007.10.027

Saralees Nadarajah 1

1 School of Mathematics, University of Manchester, Manchester M60 1QD, United Kingdom 
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Saralees Nadarajah. Explicit expressions for moments of t order statistics. Comptes Rendus. Mathématique, Volume 345 (2007) no. 9, pp. 523-526. doi : 10.1016/j.crma.2007.10.027. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2007.10.027/

[1] R.M. Aarts Lauricella functions, 2000 http://mathworld.wolfram.com/LauricellaFunctions.html (From MathWorld – A Wolfram Web Resource, created by Eric W. Weisstein)

[2] M.A. Chaudhry; S.M. Zubair On a Class of Incomplete Gamma Functions with Applications, Chapman & Hall/CRC, Boca Raton, FL, 2002

[3] H. Exton Handbook of Hypergeometric Integrals: Theory, Applications, Tables, Computer Programs, Halsted Press, New York, 1978

[4] A.B.M.L. Kabir; M. Rahman Bounds for expected values of order statistics, Communications in Statistics, Volume 3 (1974), pp. 557-566

[5] A.M. Mathai, Hypergeometric functions of several matrix arguments: A preliminary report, Centre for Mathematical Sciences, Trivandrum, 1993

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