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On Explicit Expressions for Moments of Gamma Order Statistics

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Abstract

Naradajah and Pal (Bull Braz Math Soc New Ser 39(1):45–60, 2008) derived explicit closed-form expressions for moments of order statistics from the gamma and generalized gamma distributions. However, the closed-form expressions provided by these authors are not correct and hence cannot be used to compute the moments of order statistics. We provide, therefore, an alternative closed-form expression for moments of gamma order statistics.

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References

  • Exton, H.: Handbook of Hypergeometric Integrals: Theory, Applications, Tables. Computer Programs. Halsted Press, New York (1978)

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  • Gradshteyn, I.S., Ryzhik, I.M.: Table of Integrals, Series, and Products. Academic Press, New York (2007)

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  • Naradajah, S., Pal, M.: Explicit expressions for moments of gamma order statistics. Bull. Braz. Math. Soc. New Ser. 39, 45–60 (2008)

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Acknowledgements

Both authors would express their gratitude to the Editor.

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Authors and Affiliations

  1. Departamento de Estatística, Universidade Federal de Minas Gerais, Belo Horizonte, MG, Brazil

    Fredy Castellares

  2. Departamento de Estatística, Universidade Federal do Rio Grande do Norte, Natal, RN, Brazil

    Artur J. Lemonte

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  1. Fredy Castellares
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  2. Artur J. Lemonte
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Correspondence to Artur J. Lemonte.

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Fredy Castellares gratefully acknowledges the financial support from FAPEMIG (Belo Horizonte/MG, Brazil). Artur Lemonte gratefully acknowledges the financial support of the Brazilian agency CNPq (Grant 304776/2019-0).

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Castellares, F., Lemonte, A.J. On Explicit Expressions for Moments of Gamma Order Statistics. Bull Braz Math Soc, New Series 52, 909–913 (2021). https://doi.org/10.1007/s00574-020-00238-1

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  • DOI: https://doi.org/10.1007/s00574-020-00238-1

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