Recursive Computation of Rayleigh- Rayleigh Distribution via Ordered Random Variates

Ordered random variables (ORVs) are of great importance in statistical science. These random variables are organized in increasing order called generalized order statistics (GOS). It has tremendous applications in engineering and science due to the inclusion of ordered random variables. This article addresses recursive moments of Rayleigh-Rayleigh distribution using order random variables. Such moments are applicable in studying the characteristics of random variables in increasing order such as time to failure of an electronic devices. The characterization result is also obtained by simple moments.