POWER GENERALIZED WEIBULL DISTRIBUTION BASED ON ORDER STATISTICS

Abstract

In this article, we establish recurrence relations for the single and product moments of order
statistics from the power generalized Weibull (PGW) distribution due to Bagdonova˜cius
and Nikulin (2002). These recurrence relations enable computation of the means, variances
and covariances of all order statistics for all sample sizes in a simple and efficient manner.
By using these relations, we have obtained the means, variances and covariances of order
statistics from samples of sizes up to 5 for various values of the shape and scale parameters
and present them in figures.