(Received June 26, 1995; revised December 28, 1995)
Abstract.
In this paper, we establish several recurrence
relations satisfied by the single and product moments of
progressive Type-II right censored order statistics from an
exponential distribution. These relations may then be used, for
example, to compute all the means, variances and covariances of
exponential progressive Type-II right censored order statistics for
all sample sizes n and all censoring schemes (R1, R2, .....,
Rm), m < n. The results presented in the paper generalize the
results given by Joshi (1978, Sankhyã Ser. B,
39, 362-371; 1982, J. Statist. Plann. Inference,
6, 13-16) for the single moments and product moments of
order statistics from the exponential distribution.
To further generalize these results, we consider also the right
truncated exponential distribution. Recurrence relations for the
single and product moments are established for progressive Type-II
right censored order statistics from the right truncated
exponential distribution.
Key words and phrases: Progressive Type-II right censored order statistics, single moments, product moments, recurrence relations, exponential distribution, right truncated exponential distribution.