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Bounds on distribution functions of order statistics for dependent variates

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.
Year of publication:
1992
Authors: Caraux, G. ; Gascuel, O.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 2, p. 103-105
Publisher: Elsevier
Keywords: Distribution function of order statistics upper and lower bounds dependent variates
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005138386
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