Generalized densities of order statistics
Charles M. Goldie and
Ross A. Maller
Statistica Neerlandica, 1999, vol. 53, issue 2, 222-246
Abstract:
Let X1, ... , Xn be independent identically distributed random variables with distribution F. We derive expressions for generalized joint ‘densities’ of order statistics of X1, ... , Xn, for arbitrary distributions F, in terms of Radon–Nikodym derivatives with respect to product measures based on F. We then give formulae for conditional distributions of order statistics and use them to derive results concerning Markov properties of order statistics, formulae for distributions of trimmed sums, and other useful representations. Our approach leads to simple and natural expressions which appear not to have been given before.
Date: 1999
References: Add references at CitEc
Citations:
Downloads: (external link)
https://doi.org/10.1111/1467-9574.00107
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:53:y:1999:i:2:p:222-246
Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402
Access Statistics for this article
Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven
More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().