Multivariate order statistics based on dependent and nonidentically distributed random variables

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.

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Year of publication:	2009
Authors:	Barakat, H.M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 100.2009, 1, p. 81-90
Publisher:	Elsevier
Keywords:	60E05 60E15 62G30 Bivariate order statistics Dependent and nonidentical random variables Joint binomial moments

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

Persistent link: https://www.econbiz.de/10005093904