Variables (Mathematics), Stochastic analysis
Order statistics from heterogenous samples have been extensively studied in the literature. However, most of the work focused on the effect of heterogeneity on the magnitude and dispersion of order statistics. In this paper, we study the skewness of order statistics from heterogeneous samples in the sense of star order. The main results extended the results in Kochar and Xu (2009, 2011). Examples and applications in statistical inference are highlighted.
Kochar, S., & Xu, M. (2012). On the skewness of order statistics with applications. Appears in Annals of Operations Research. 198 (1).