Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions |
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| Authors: | A. Jamalizadeh |
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| Affiliation: | a Department of Statistics, Shahid Bahonar University, Kerman, 76169-14111, Iran
b Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada L8S 4K1 |
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| Abstract: | We consider here the distributions of order statistics and linear combinations of order statistics from an elliptical distribution. We show that these distributions can be expressed as mixtures of unified skew-elliptical distributions, and then use these mixture representations to derive their moment generating functions and moments, when they exist. |
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| Keywords: | 62H05 62H10 62E15 |
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