Order statistics arising from exponentiated gamma (EG) distribution are considered. Closed from expressions for the single and double moments of order statistics are derived. Measures of skewness and kurtosis of the probability density function of the rth order statistic for different choices of r, n and /theta are presented. Recurrence relations between single and double moments of r...

Let g:Ω=[0,1] d →ℝ denote a Lipschitz function that can be evaluated at each point, but the price of heavy computational time. X stand for random variable with values in Ω such one is able to simulate, least approximately, according restriction law any subset Ω. For example, thanks Markov chain Monte Carlo techniques, this always possible when admits density known up normalizing constant. In co...