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L-statistic

From Wikipedia, the free encyclopedia

In statistics, an L-statistic is a statistic (function of a data set) that is a linear combination of order statistics; the "L" is for "linear". These are more often referred to by narrower terms according to use, namely:

  • L-estimator, using L-statistics as estimators for parameters
  • L-moment, L-statistic analogs of the conventional moments