Statistics Research Letters (SRL) Volume 3, 2014

www.srl-journal.org

L-Moments, TL-Moments Estimation and

Recurrence Relations for Moments of Order
Statistics from Exponentiated Inverted
Weibull Distribution
Jagdish Saran*1, Devendra Kumar2, N. Pushkarna*1, Rashmi Tiwari*1
Department of Statistics, University of Delhi, Delhi-110007, India

*1

Department of Statistics, Amity Institute of Applied Sciences, Amity University, Noida-201 303, India

jagdish_saran52@yahoo.co.in; 2devendrastats@gmail.com

*1

Abstract
In this paper we have established exact expressions and
some recurrence relations for single and product moments of
order statistics from exponentiated inverted Weibull
distribution. Further the characterization of this distribution
has been considered on using a recurrence relation for single
moments. The first four moments and variances of order
statistics are computed for various values of parameters
and . We have also obtained L-moments and TL-moments
of the above distribution and used them to find the Lmoments and TL-moments estimators of the parameters
and of the distribution.
Keywords
Order Statistics; Record Values; Exponentiated Inverted Weibull
Distribution; Single and Product Moments; Recurrence Relations;
L-Moments; TL-Moments and Characterization

Introduction

the rank order statistics in which the order of the value

of observation rather than its magnitude is considered.
It plays an important role both in model building and
in statistical inference. For example: extreme values
are important in oceanography (waves and tides),
material strength (strength of a chain depends on the
weakest link) and meteorology (extremes of
temperature, pressure, etc).
Let X 1 , X 2 , , X n be a random sample of size n from a
continuous probability density function ( pdf )

and the distribution function (df ) F ( x) . Then the

pdf of X r:n , 1 r n , is given by

=
f r:n ( x) Cr:n [ F ( x)]r 1[1 F ( x)]n r f ( x) ,
< x < ,

given by

=
f r , s:n ( x, y ) Cr , s:n [ F ( x)]r 1[ F ( y ) F ( x)]s r 1

ascending
order
of
magnitude
such
that
X 1:n X 2:n X r:n X n:n , then X r:n is called the

[1 F ( y )]n s f ( x) f ( y ) , < x < y < ,

(1.2)

where

X n:n = max ( X 1 , X 2 , , X n ) are called extreme order

statistics or the smallest and the largest order statistics.
The subject of order statistics deals with the properties
and applications of these ordered random variables
and of functions involving them (David and Nagaraja,
2003). Asymptotic theory of extremes and related
developments of order statistics are well described in
an applausive work of Galambos (1987). Also,
references may be made to Sarhan and Greenberg
(1962), Balakrishnan and Cohen (1991), Arnold et al.
(1992) and the references therein. It is different from

(1.1)

and the joint pdf of X r:n and X s:n , 1 r < s n , is

If random variables X 1 , X 2 , , X n are arranged in

r th order statistic. X 1:n = min ( X 1 , X 2 , , X n ) and

f ( x)

C
=
r :n

n!
= [ B(r , n r + 1)]1
(r 1)!(n r )!

and

Cr=
, s:n

n!
= [ B(r , s r , n s + 1)] 1 .
(r 1)!( s r 1)!(n s )!

Several recurrence relations between raw and central

moments of order statistics from
different
distributions are available in the literature. The main
utility and advantage of such recurrence relations

63

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Statistics Research Letters (SRL) Volume 3, 2014

between moments are that having obtained one of the

these results are used to evaluate the first four
moments, the moments of higher/lower order can be
moments and variances of order statistics and are
easily obtained without indulging into copious
presented in Table 2.1 and Table 2.2. We shall first
computational work. Various developments on order
establish the exact expression for E[ X rj:n ] . Using (1.1),
statistics and related topics have been studied by Joshi
we have
(1978), Balakrishnan and Joshi (1982), Khan et a1.
(1983a, b), Khan and Khan (1987), Balakrishnan and
E[ X rj:n ] Cr:n 0 x j [ F ( x)]r 1 f ( x)[1 F ( x)]n r dx . (2.1)
=
Malik (1985) and Mohie El-Din et a1. (1991).
On expanding binomially in (2.1), we get
Balakrishnan et a1. (1988), Malik et a1. (1988), and
Saran and Pushkarna (1999a, 1999b, 2000) derived
nr
nr j
u + r 1
E=
f ( x)dx (2.2)
[ X rj:n ] Cr:n (1)u
recurrence relations and identities for single and
0 x [ F ( x)]
u
u =0

product moments of order statistics for specific

distributions. Balakrishnan and Malik (1986)
Making the substitution t = ln F ( x) in (2.2), we find
established exact and explicit expressions for the
that
means and product moments of order statistics from
nr
n r j / (u + r )t
the linear-exponential distribution; also they
E[ X rj:n ] j / Cr:n (1)u
e
dt
=
0 t
u =0
established some recurrence relations for both single
u
and product moments of order statistics for the same
nr
n r (1 j / )
model.
.
(2.3)
= j / Cr:n (1)u

1 j /
u =0
u (u + r )
In this study we obtain some recurrence relations for
The recurrence relation for single moments of order
single and product moments of order statistics from
statistics from exponentiated inverted Weibull
exponentiated inverted Weibull distribution. Further,
the distribution has been characterized on using a
distribution (1.3) can be obtained in the following
recurrence relation for single moments. In the later
theorem.
part, we have also derived L-moments and TLTheorem 2.1
For 1 r n , n 2 and j = 1, 2, ,
moments and the estimation of parameters based on
them for exponentiated inverted Weibull distribution.
j +1
(2.4)
E=
[ X rj++1:1n ] E [ X rj:+n1 ] +
E [ X rj:+n +1 ] .

r
A random variable X is said to have exponentiated
inverted Weibull distribution (Flaih et al., 2012) if its
Proof
From (1.1) and (1.5), we have
pdf is of the form
=
E [ X rj:+n +1 ] Cr:n 0 x j [ F ( x)]r [1 F ( x)]n r dx .
( +1) x
, x > 0 , , > 0
(1.3)
f ( x) = x
e
Integrating by parts treating x j for integration and the
and the corresponding df is
rest of the integrand for differentiation, we get

F ( x) = e x ,

x > 0 , , > 0 .

(1.4)

[ X rj:+n +1 ] Cr:n (n r ) 0 x j +1[ F ( x)]r

E=

(1.5)

[1 F ( x)]n r 1 f ( x)dx

It is easy to see that

x +1 f ( x) = F ( x) .
The inverted Weibull and inverted
distributions are considered as special
exponentiated
inverted
Weibull
when = 1 and = = 1 , respectively.

exponential
cases of the
distribution
More details

on this distribution can be found in Flaih et al. (2012).

Relations for Single Moments
In this section, we have derived an exact expression
for the single moments of order statistics from
exponentiated inverted Weibull distribution. Further

64

r 0 x j +1[ F ( x)]r 1[1 F ( x)]n r f ( x)dx

and hence the result.

Remark 2.1 Putting = 1 , in (2.4), we get the
recurrence relation for single moments of order
statistics from inverted Weibull distribution.
Remark 2.2 For = 1 and = 1 , the relation in (2.4),
gives the recurrence relation for single moments of
order statistics from inverted exponential distribution.

Statistics Research Letters (SRL) Volume 3, 2014

TABLE 2.1: FIRST FOUR MOMENTS OF ORDER STATISTICS FROM

EXPONENTIATED INVERTED WEIBULL DISTRIBUTION

1
2

j =1 , = 2

=1

=2

=3

1.77245

4.44288

5.44140

1.03828

2.60258

3.18750

2.50663

6.28319

7.69530

0.86746

2.17439

2.66308

1.37992

3.45896

4.23634

3.06998

7.69530

9.42478

0.78506

1.96785

2.41011

1.11465

2.79402

3.42196

1.6452

4.12390

5.05072

3.54491

8.88577

10.88280

0.73458

1.84131

2.25514

0.98699

2.47401

3.03003

1.30615

3.27403

1.87123

4.69048

3.96333

4.44288

12.16734

1.48635

1.61190

1.45032

1.93958

2.10342

0.89788

1.20078

1.30222

1.03019

1.37772

1.49410

1.19264

1.59497

1.72970

1.53621

2.05445

2.22799

0.87610

1.17165

1.27062

0.98501

1.31731

1.42858

1.09795

1.46834

1.59237

1.25576

1.67939

1.82125

1.60632

2.14821

2.32968

j =2, =3

4.00985
5.74464

1.10533

4.700460

6.159340

4.25255

18.08418

23.69698

0.85158

3.621400

4.745370

1.61282

6.858580

8.987280

5.57242

23.69698

31.05183

0.73962

3.145270

4.121470

1.18747

5.049780

6.617090

2.03816

8.667380

11.35748

6.75050

28.70685

37.61661

0.67411

2.866710

3.756450

1.00164

4.259530

5.581560

1.46622

6.235170

8.170380

2.41946

10.28885

13.48221

7.83326

33.31134

43.65021

1.00215

1.70976

1.95718

1.70608

2.91071

3.33194

0.89708

1.53050

1.75198

1.21229

2.06827

2.36758

1.95298

3.33194

3.81412

0.84236

1.43713

1.64510

1.06127

1.81061

2.07263

1.36332

2.32593

2.66253

2.14953

3.66727

4.19798

0.80740

1.37749

1.57683

0.98218

1.67569

1.91818

1.17989

2.01299

2.30430

1.48560

2.53456

2.90135

2.31551

=1

=2

=3

1.22542

1.78577

1.97628

0.99356

1.44789

1.60235

4.52213

1.45727

2.12365

2.35020

0.91717

1.33656

1.47915

1.14634

1.67054

1.84875

1.61274

2.35020

2.60093

0.87598

1.27654

1.41272

1.04074

1.51664

1.67844

1.25195

1.82444

2.01907

1.73300

2.52546

2.79488

0.84915

1.23745

1.36946

0.98327

1.43290

1.58576

1.12693

1.64224

1.81744

1.33530

1.94590

2.1535

1.83243

2.67035
j =1 , = 5

1.11141

=3

1.35019

14.92816

1.24502

=2

2.64456

0.93096

11.39232

2.31024

1.93958

=1

j =1 , = 3

3.95045
j =1 , = 4

1.43742

1.78850

2.67894

1.35412

1.32546

1.33735

0.99111

=3

=2

=1

www.srl-journal.org

2.95522

=1

=2

=3

1.16423

1.55698

1.68850

j=2, =4

=1

=2

=3

1.77245

4.44288

5.44140

1.03828

2.60258

3.18750

2.50663

6.28319

7.69530

0.86746

2.17439

2.66308

1.37992

3.45896

4.23634

3.06998

7.69530

9.42478

0.78506

1.96785

2.41011

1.11465

2.79402

3.42196

1.64520

4.12390

5.05072

3.54491

8.88577

10.88280

0.73458

1.84131

2.25514

0.98699

2.47401

3.03003

1.30615

3.27403

4.00985

1.87123

4.69048

5.74464

3.96333

9.93459

12.16734

=1

=2

=3

1.48919

2.92626

3.44152

1.01338

1.99130

2.34193

1.96500

3.86123

4.54111

0.88357

1.73622

2.04193

1.27301

2.50147

2.94192

2.31100

4.54111

5.34070

j =2, =5

65

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0.81791

1.60720

1.89020

1.08054

2.12326

2.49712

1.02110

8.16179

11.28908

1.62580

12.99522

1.46548

2.87967

17.97450

3.38673

3.03718

24.27652

2.59283

33.57835

5.09492

5.99203

16.63675

132.97960

183.93231

1
2

0.77665

1.52612

1.79484

0.98297

1.93154

2.27164

1.22689

2.41084

2.83534

1.62454

3.19223

3.75432

2.83491

5.57059

6.55146

j =3 , =4

=1

=2

=3

3.62561

22.10725

29.96423

1
2

1.15370

7.03468

9.53483

6.09752

37.17981

50.39362

0.84886

5.17594

7.01548

1.76337

10.75218

14.57353

8.26460

50.39362

68.30367

0.72093

4.39590

5.95821

1.23264

7.51606

10.18730

2.29409

13.98829

18.95977

10.25477

62.52873

84.75163

0.64793

3.95075

5.35485

TABLE 2.2: VARIANCES OF ORDER STATISTICS FROM EXPONENTIATED

INVERTED WEIBULL DISTRIBUTION

=3

=1

=2

=3

1
2

1
1
2
1
2
3
1
2
3
4
1
2
3
4
5

0.845299
0.101025
1.341841
0.046827
0.143173
1.758289
0.030050
0.061176
0.179519
2.130021
0.022215
0.036962
0.074080
0.212453
2.471673

6.055111
1.777181
9.611947
1.278970
2.580839
12.59516
1.079927
1.771471
3.257430
15.25798
0.969231
1.451593
2.183041
3.864856
17.70528
=4

7.934462
2.328786
12.59516
1.675936
3.381845
16.50432
1.415116
2.321295
4.268414
19.99357
1.270057
1.902145
2.860582
5.064378
23.20055

1.01295

6.17650

8.37164

1.56218

9.52541

12.91077

2.78204

16.96354

22.99244

=1

=2

=3

12.12296

100.19143

73.92003
j =3 , =5

1
2

=1

1
1
2
1
2
3
1
2
3
4
1
2
3
4
5

0.270796
0.051119
0.382994
0.026259
0.065825
0.469050
0.017719
0.031510
0.077821
0.541621
0.013524
0.020170
0.036179
0.088204
0.60553

1.253906
0.506195
1.773301
0.387997
0.668256
2.171860
0.338296
0.493823
0.795319
2.507822
0.310027
0.420808
0.577078
0.903953
2.803821
=5

1.535717
0.619974
2.171860
0.475195
0.818463
2.659943
0.414332
0.604799
0.974076
3.071446
0.379719
0.515395
0.706762
1.107078
3.434015

=2

=3

2.21816

7.45768

9.51170

1.07422

3.61163

4.60636

3.36210

11.30372

14.41705

0.85628

2.87890

3.67183

1.51009

5.07708

6.47543

4.28811

14.41705

18.38785

0.75646

2.54331

3.24380

1.15573

3.88570

4.95591

1.86445

6.26846

7.99495

5.09599

17.13324

21.85216

0.69694

2.34319

2.98857

0.99454

3.34376

4.26471

1.39752

4.69861

5.99272

2.17573

7.31503

9.32977

5.82606

19.58780
j =4 =5

24.98275

=1

=2

=3

1
2
1

0.133759
0.031081
0.176495
0.016883

0.502073
0.234456
0.662498
0.186145

0.590488
0.275754
0.779139
0.218917

2
3

0.037778

0.292234

0.343698

0.207572

0.779139

0.916324

0.011722

0.165327

0.194423

0.019249

0.225148

0.264785

0.043090
0.232889

0.335741
0.874155

0.394868
1.028091
0.180365

=1

=2

=3

4.59084

36.69518

50.75537

1.18856

9.50034

13.14051

7.99312

63.89002

88.37024

0.84894

6.78572

9.38575

1.86780

14.92958

20.65003

11.05578

88.37024

122.23034

0.71093

5.68257

7.85992

1.26298

10.09516

13.96324

1
2

0.009099

0.153356

0.012725

0.196234

0.230799

2.47263

19.76400

27.33681

0.021396

0.254818

0.299698

13.91684

111.23898

153.86152

0.047607

0.371879

0.437368

0.63339

5.06277

7.00263

0.254646

0.955784

1.124051

66

Statistics Research Letters (SRL) Volume 3, 2014

Statistics Research Letters (SRL) Volume 3, 2014

Relations for Product Moments

The recurrence relation for product moments of order
statistics from exponentiated inverted Weibull
distribution (1.3) has been presented in the following
theorem.
Theorem 3.1

i +1
E[ X ri :+n +1 X sj:n ] . (3.1)
r

From (1.2), we have

i + +1
E [ X=
X sj:n ]
r :n

Cr , s:n 0

ns

y [1 F ( y )]
j

I ( y ) f ( y )dy , (3.2)

where

I ( y)

Theorem 4.1
Let X be a non-negative random
variable having an absolutely continuous distribution
function F ( x) with F (0) = 0 and 0 < F ( x) < 1 for all

x > 0 , then
E=
[ X rj++1:1n ] E [ X rj:+n1 ] +

For 1 r < s n , s r 2 ,

E [=
X ri ++11:n X sj:n ] E[ X ri :+n1 X sj:n ] +
Proof

www.srl-journal.org

j +1
E [ X rj:+n +1 ]
r

(4.1)

if and only if

F ( x) = e x ,

x > 0 , , > 0 .

Proof The necessary part follows immediately from

equation (2.4). On the other hand if the recurrence
relation in equation (4.1) is satisfied, then on using
equation (1.1), we have

y i + +1
[ F ( x)]r 1[ F ( y ) F ( x)]s r 1 f ( x)dx
0 x

Cr:n 0 x j + +1[ F ( x)]r 1[1 F ( x)]n r f ( x)dx

= 0y xi [ F ( x)]r [ F ( y ) F ( x)]s r 1 dx ,
(n r ) Cr:n j +1
r
n r 1
=
f ( x)dx
0 x [ F ( x)] [1 F ( x)]
j +1
upon using the relation in (1.5). Integrating now by
parts treating xi for integration and the rest of the
rCr:n j +1
r 1
nr

x [ F ( x)] [1 F ( x)] f ( x)dx

integrand for differentiation, we obtain
j +1 0

y i +1
r
s r 2
Cr:n j +1
r
n r 1
f ( x)
( s r 1) 0 x [ F ( x)] [ F ( y ) F ( x)] =
f ( x)
x [ F ( x)] [1 F ( x)]
i +1
j +1 0

r 0y xi +1[ F ( x)]r 1[ F ( y ) F ( x)]s r 1 f ( x)dx .

r[1 F ( x)]
( n r )

dx .
F ( x)

Upon substituting the above expression for I ( y ) in

Let
(3.2), we have, after simplifications, the recurrence
relation (3.1).
[ F ( x)]r [1 F ( x)]n r
h( x ) =
I ( y)
=

Remark 3.1 Putting = 1 , in (3.1), we deduce the

recurrence relation for product moments of order
statistics from inverted Weibull distribution.
Remark 3.2

For = 1 and = 1 , the relation in (3.1)

gives the recurrence relation for product moments of

order statistics from inverted exponential distribution.
Remark 3.3

At j = 0 , Theorem 3.1 can be reduced

to Theorem 2.1.

(4.2)

(4.3)

and

r[1 F ( x)]
=
h( x) [ F ( x)]r f ( x)[1 F ( x)]n r 1 (n r )
.
F ( x)

Thus,

Cr:n 0 x j + +1[ F ( x)]r 1[1 F ( x)]n r f ( x)dx

=

Cr:n
j +1

j +1
0 x h( x)dx .

(4.4)

Remark 3.4
The explicit expression for the single
Now integrating RHS in (4.4) by parts and using the
moments of order statistics allows us to evaluate the
value of h( x) from (4.3), we get
means and variances of all order statistics. Tables 2.1
and 2.2 present the first four moments and variances
Cr:n 0 x j + +1[ F ( x)]r 1[1 F ( x)]n r f ( x)dx
of order statistics of exponentiated inverted Weibull
distribution, respectively.
= C x j [ F ( x)]r [1 F ( x)]n r dx
r :n 0

Characterization
In this section, we shall characterize exponentiated
inverted weibull distribution based on recurrence
relation for single moments of order statistics.

which reduces to

Cr:n 0 x j [ F ( x)]r 1[1 F ( x)]n r

0.
{x +1 f ( x) F ( x)} dx =

(4.5)

67

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Statistics Research Letters (SRL) Volume 3, 2014

Now applying a generalization of the Mntz-Szsz

Theorem (Hwang and Lin, 1984) to equation (4.5), we
get

(1.3) and X 1:n X 2:n X r:n X n:n denote the

corresponding order statistics. Then the rth L-moment
defined by Hosking (1990) is as follows:

f ( x)
= x ( +1)
F ( x)
which proves that

F ( x) = e x ,

x > 0 , , > 0 .

E ( X i:r )
=

L-moments and TL-moments

It may be mentioned that Hosking (1990) introduced
the L-moments as a linear combination of probability
weighted moments. Similar to ordinary moments, Lmoments can also be used for parameter estimation,
interval estimation and hypothesis testing. Hosking
has shown that first four L-moments of a distribution
measure, respectively, the average, dispersion,
symmetry and tail weight (or peakedness) of the
distribution. L-moments have turned out to be a
popular tool in parametric estimation and distribution
identification problems in different scientific ares such
as hydrology in the estimation of flood frequency, etc.
(see e.g. Hosking (1990), Stedinger et al. (1993),
Hosking and Wallis (1997)). In comparison to the
conventional moments, L-moments have lower sample
variances and are more robust against outliers. For
example, L1 is the same as the population mean, is

can be derived as follows:

L=
4

random

sample

(5.4)

1
E ( X 3:3 2 X 2:3 + X 1:3 )
3

(5.5)

1
E ( X 4:4 3 X 3:4 + 3 X 2:4 X 1:4 ).
4

(5.6)

1
L1 = 1/ 1

(5.7)

1
2
L2 = 1/ 1 1(1/ ) 1

(2)

(5.8)

1
6
6
L3 = 1/ 1 1(1/ ) 1(1/ ) + 1

(2)
(3)

(5.9)

1 10
15
6
L=
2 1/ 1 1(1/ ) 1(1/ ) + 1(1/ ) 2 .
4

(3)
(2)
(4)

(5.10)
In

particular,

L1 , L2, L3 and

L4

are

population

measures of the location, scale, skewness and kurtosis,

respectively.
The L-skewness 3 and L-kurtosis 4 of exponentiated
inverted Weibull distribution will be

6
6
1(1/ ) 1(1/ ) + 1
(2)
L3 (3)

=
=
3
L2

2
1(1/ ) 1
(2)

from

exponentiated inverted Weibull distribution defined in

1
E ( X 2:2 X 1:2 )
2

The L-moments of the exponentiated inverted Weibull

distribution are obtained by utilizing (5.3) - (5.6) as
given below:

L-Moments for Exponentiated Inverted Weibull

Distribution
a

(5.3)

L=
3

alternatives to the un-scaled measures of skewness

and kurtosis 3 and 4 , respectively (see Sillitto,

X 1 , X 2 , , X n be

L1 = E ( X 1:1 )
=
L2

deviation, is defined in terms of a conceptual sample

of size r = 2 Similarly, the L-moments L3 and L4 are

1969). Elamir and Seheult (2003) introduced an

extension of L-moments and called them TL-moments
(trimmed L-moments). TL-moments are more robust
than L-moments and exist even if the distribution does
not have a mean, for example the TL-moments exist
for Cauchy distribution (see Abdul-Moniem and
Selim, 2009 and Shabri et al., 2011). Abdul-Moniem
(2007) considered L-moments and TL-moments
estimation for the exponential distribution. Similar
work has been done by Shahzad and Asghar (2013) for
Dagum distribution.

i 1
r i
x [ F ( x)] [1 F ( x)] f ( x)dx (5.2)
(i 1)!(r i )! 0

For r = 1, 2, 3 and 4 in (5.1) , the first four L-moments

defined in terms of a conceptual sample of size r = 1 ,

while L2 is an alternative to the population standard

68

(5.1)

where

Let

1 r 1
k r 1
(1)
E ( X r k :r ) ,
r k =0
k

Lr
=

and

(5.11)

Statistics Research Letters (SRL) Volume 3, 2014

www.srl-journal.org

10

15
6
2 1(1/ ) 1(1/ ) + 1(1/ ) 2

(3)
(2)
L4
(4)
. (5.12)
=
=
4
L2

2
1(1/ ) 1
(2)

Selim, 2009). TL-moments reduce to L-moments when

t1 = 0 and t2 = 0 .
TL-moments equation (5.16) with t1 = 1 and t2 = 1 is
defined as L(1,1)
L(1)
r
r :

Sample L-moments and L-Moment Estimators

L(1)
r =

The L-moments can be estimated from the sample

order statistics as follows (see Asquith, 2007):

lr
=

1 n r 1
k r 1 i 1 n i
(1)

X i:n (5.13)
k r 1 k k
n =i 1 =k 0

r
r

For r = 1, 2, 3 and 4

=
L(1)
2

1
E ( X 5:6 3 X 4:6 + 3 X 3:6 X 2:6 ) .
4

(5.21)

L(1)
2=

log 2
.
l2 + x
log

(1)
L
=
4

Elamir and Seheult (2003) introduced some robust

modification of (5.1) (and called it as TL-moments) in
which E ( X r k :r ) is replaced by E ( X r + t1 k :r + t1 + t2 ) for each

r where t1 smallest and t2 largest are trimmed from

the conceptual sample. The following formula gives
the rth TL-moments (cf. Elamir and Seheult, 2003):
2

1 r 1 r 1
=
E ( X r + t k :r + t + t ) .
r k =0 k
1

(5.16)

One can observe that TL-moments are more robust

than L-moments and exist even if the distribution
does not have a mean, for example the TL-moments
exists for Cauchy distribution (cf. Abdul-Moneiem and

(5.22)

20 1/
1
1
3

10

5
6
1
1 (1/ ) 1 (1/ ) 1 (1/ ) + 1 (1/ )
(5)
(3)
(2)
(4)

TL-Moments for Exponentiated Inverted Weibull

Distribution

1/ 1
3
2
1
1 1 (1/ ) 1 (1/ ) 1 (1/ ) (5.23)
2
(4)
(2)
(3)

L(1)
=
3

L(rt , t

(5.19)
(5.20)

1
1
1
L1(1)= 6 1/ 1 1(1/ ) 1(1/ )

(3)

(2)

and

1
E ( X 3:4 X 2:4 )
2

The TL-moments of the exponentiated inverted

Weibull distribution are obtained by utilizing (5.18) (5.21) and are given below:

Solving (5.14) and (5.15), we get

l2 + x
log

log 2 log( x )
log 2
x ,
=

log 1

log 2
l +x
l +x
log 2
log 2

x
x

(5.18)

1
E ( X 4:5 2 X 3:5 + X 2:5 )
3

L(1)
3=

L(1)
4=

2
2
=
l2
X i:n x x 1(1/ ) 1 . (5.15)
(i 1)=
(2)

n(n 1) i =1

in Eq (5.17), the first four TL-

L1(1) = E ( X 2:3 )

(5.14)

and

(5.17)

moments can be derived as follow:

From equations (5.7), (5.8) and (5.13), the L-moment

estimators for the parameters and are given by

1 n
1
l1 = X i:n = x = 1/ 1
n i =1

1 r 1 r 1

E ( X r +1 k :r + 2 ) .
r k =0 k

(5.24)

15 1/
1
1
2

35

14
30
10
1
1 (1/ ) 1 (1/ ) 1 (1/ ) + 1(1/ ) 1(1/ ) .
(5)

(6)
(4)
(3)
(2)

(5.25)
The

TL-skewness

3(1)

and

TL-kurtosis

4(1)

of

exponentiated inverted Weibull distribution will be

3(1) =

L(1)
3
L(1)
2

10

5
6
1
1 (1/ ) 1 (1/ ) 1 (1/ ) + 1 (1/ )
(5)
(3)
(2)
40 (4)
(5.26)
=
3

3
2
1
1 (1/ ) 1 (1/ ) 1 (1/ )
(3)
(4)
(2)

69

www.srl-journal.org

Statistics Research Letters (SRL) Volume 3, 2014

for carefully reading the paper and for helpful

suggestions which greatly improved the paper.

and

4(1) =

L(1)
4
L(1)
2

REFERENCES

35
14
30
10
1
15 1(1/ ) 1(1/ ) 1(1/ ) + 1(1/ ) 1(1/ )
(5)

(6)
(4)
(3)
(2)
(5.27)
=
3
2
1
1(1/ ) 1(1/ ) 1(1/ )
(4)
(2)
(3)

Sample TL-Moments and TL-Moment Estimators

The TL-moments can be estimated from a sample as
linear combination of order statistics. Elamir and
Seheult (2003) presented the following estimator for
sample TL-moments:

lr(t , t
1

r + t1 + t2

r 1

(5.28)

(5.29)
From equations (5.22), (5.23) and (5.29), we get

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(3)
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71