Fredy Castellares, Arthur J. Lemonte, Marcos A.C. Santos
Closed-form expressions for moments of order statistics from the normal, log-normal, gamma and beta distributions were provided in the statistics literature. In particular, the explicit expressions involve the Lauricella function of type A, and the generalized Kampé de Fériet function.
We note that the expressions provided by the author do not appear correct, which implies that the expressions cannot be recommended to users. An alternative closed-form expression for moments of order statistics is then provided. We also consider numerical studies to show that the formulas we provide deliver satisfactory results.
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