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Negative dependence in the balls and bins experiment with applications to order statistics

Taizhong Hu and Chaode Xie

Journal of Multivariate Analysis, 2006, vol. 97, issue 6, 1342-1354

Abstract: Dependence properties of occupancy numbers in the balls and bins experiment are studied. Applying such properties, we investigate further dependence structures of order statistics X1:n[less-than-or-equals, slant]X2:n[less-than-or-equals, slant]...[less-than-or-equals, slant]Xn:n of n independent random variables X1,X2,...,Xn with possibly different distributions. For 1[less-than-or-equals, slant]i s} or {Xi:n[less-than-or-equals, slant]s} then is decreasing in i for fixed s. It is also shown that in this situation, if each random variable Xk has a continuous distribution function and if Ai,s is either {Xi-1:n

Keywords: Negative; regression; dependent; Negative; left; tail; dependent; Negative; right; tail; dependent; Order; statistics; Generalized; multinomial; distribution; Usual; stochastic; order (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (4)

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