Generalized Order Statistics from Marshall–Olkin Extended Exponential Distribution

Abstract

A.W. Marshall, I. Olkin, Biometrika. 84 (1997), 641–652, introduced an interesting method of adding a new parameter to an existing distribution. The resulting new distribution is called as Marshall–Olkin extended distribution. In this paper some recurrence relations for marginal and joint moment generating function of generalized order statistics from Marshall–Olkin extended exponential distribution are derived, and the characterization results are presented. Further, the results are deduced for order statistics and record values.

Keywords

• Generalized order statistics
• order statistics
• record values
• marginal moment generating function
• joint moment generating function
• Marshall–Olkin extended exponential distribution