Crocetta, Corrado; Loperfido, Nicola - Dipartimento di Scienze Economiche, Matematiche e … - 2004
This paper shows that linear functions of order statistics (L-statistics) based on exchangeble random samples have a Fundamental Skew distribution (Arellano-Valle and Genton, 2003). The paper also examines the exact distribution of L.statistics when the sampled population is Skew-Normal. Exact...