Bounds on distribution functions of order statistics for dependent variates

G. Caraux and O. Gascuel

Statistics & Probability Letters, 1992, vol. 14, issue 2, 103-105

Abstract: Upper and lower bounds are given for FXr:n, the distribution function of the rth order statistic from n possibly dependent random variables. We show that these bounds may be reached when the random variables have a common distribution function. For any distribution function F we may construct a set of n exchangeable variates (with c.d.f. F), whose dependency structure is such that the bounds are attained.

Keywords: Distribution; function; of; order; statistics; upper; and; lower; bounds; dependent; variates (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (9)

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