Abstract
The derivation of the distributions of linear combinations of order statistics or L-statistics and the computation of their moments has been approached in the literature several ways. In this paper we use the properties of divided differences to obtain expressions for moments of some order statistics that arise as special cases of L-statistics. Expectations of some well-known L-statistics such as the trimmed mean and the winsorised mean for the pareto distribution are computed. The study also undertakes the computation of L-moments that are expectations of certain linear combinations of order statistics. The algorithms have been implemented using some well-known continuous distributions as examples.
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More From: Communications in Statistics - Simulation and Computation
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