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L-statistic

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
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This article is adapted from the Wikipedia article L-statistic, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.

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