Add moments for distributions of order statistics #1950
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This PR implements moments for
OrderStatistic
andJointOrderStatistics
. These are useful for some statistical tests and for computation of L-moments.Features
mean
,var
,cov
,skewness
, andkurtosis
for order statistics ofUniform
andExponential
mean
andvar
for order statistics ofLogistic
mean
for order statistics ofNormal
whenn<=5
Example
Here's a basic implementation of L-moments: