On the moments of gamma order statistics

In: Naval research logistics: an international journal, Band 26, Heft 4, S. 675-679

Abstract

AbstractA recurrence relation between the moments of order statistics from the gamma distribution having an integer parameter r is obtained. It is shown that if the negative moments of orders ‐(r−1), …, −1 of the smallest order statistic in random samples of size n are known, then one can obtain all the moments. Tables of negative moments for r = 2 (1) 5 are also given.