Comparison of order statistics between dependent and independent random variables

The closeness of distribution functions of order statistics between positively (negatively) associated and independent random variables is compared. One application is presented.

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Year of publication:	1998
Authors:	Hu, Taizhong ; Hu, Jinjin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 1, p. 1-6
Publisher:	Elsevier
Keywords:	Order statistics Majorization order Positive dependence Negative dependence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223804