Multivariate order statistics based on dependent and nonidentically distributed random variables
H.M. Barakat
Journal of Multivariate Analysis, 2009, vol. 100, issue 1, 81-90
Abstract:
In this paper some identities and inequalities which involve the joint distribution of order statistics in a set of dependent and nonidentically distributed random variables are derived. These identities and inequalities provide a unified way to handle the joint distribution of order statistics in a set of univariate or bivariate observations.
Keywords: 60E05; 60E15; 62G30; Bivariate; order; statistics; Dependent; and; nonidentical; random; variables; Joint; binomial; moments (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:100:y:2009:i:1:p:81-90
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