L-statistic
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statistics Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...
, an L-statistic is a
statistic A statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose. Statistical purposes include estimating a population parameter, describing a sample, or evaluating a hypo ...
(function of a data set) that is a linear combination of
order statistic In statistics, the ''k''th order statistic of a statistical sample is equal to its ''k''th-smallest value. Together with rank statistics, order statistics are among the most fundamental tools in non-parametric statistics and inference. Import ...
s; the "L" is for "linear". These are more often referred to by narrower terms according to use, namely: *
L-estimator In statistics, an L-estimator is an estimator which is a linear combination of order statistics of the measurements (which is also called an L-statistic). This can be as little as a single point, as in the median (of an odd number of values), or as ...
, using L-statistics as estimators for parameters *
L-moment In statistics, L-moments are a sequence of statistics used to summarize the shape of a probability distribution. They are linear combinations of order statistics ( L-statistics) analogous to conventional moments, and can be used to calculate qu ...
, L-statistic analogs of the conventional moments Summary statistics {{statistics-stub