The exact sampling distribution of L-statistics

this paper shows that linear functions of order statistics (L-statistics) based on random samples have e 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 follows as special cases.

Country

Italy

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Keywords

Closed Skew-Normal, Robustness, Fundamental Skew-Normal, Skew- Normal

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