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Exchangeable multivariate normal distribution
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On the exact joint distribution of a linear combination of order statistics and their concomitants in an
exchangeable
multivariate
normal
distribution
Sheikhi, Ayyub
;
Mehrali, Yaser
;
Tata, Mahbanoo
- In:
Statistical Papers
54
(
2013
)
2
,
pp. 325-332
In this work we prove that for an
exchangeable
multivariate
normal
distribution
the joint distribution of a linear …
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