Some concept of Markov property of discrete order statistics arising from independent and non-identically distributed variables

Krzysztof Jasiński

Statistics & Probability Letters, 2020, vol. 160, issue C

Abstract: Let X1:n≤⋯≤Xn:n be order statistics related to independent, identically distributed discrete X1,…,Xn. The sequence (Xi:n,T˜i)i=1n exhibits Markovian property, where T˜i=#{j≤i:Xj:n=Xi:n}. We extend this result by considering order statistics from independent and not necessarily identically distributed discrete random variables.

Keywords: Order statistics; Discrete distribution; Not identically distributed random variables (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108718

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