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Persistent link: https://www.econbiz.de/10005395823
<Para ID="Par1">In this paper, we discuss the concomitants of order statistics. We study asymptotic properties of the concomitants of largest order statistics and we pay special attention to strong limit results. The strong limit results of this work are derived by applying the Borel–Cantelli lemma and some...</para>
Persistent link: https://www.econbiz.de/10011241004
A test to assess if a sample comes from a multivariate skew-normal distribution is proposed. The test statistic is obtained from the canonical form of the multivariate skew-normal distribution and its null distribution is derived. The power of the proposed test is evaluated through Monte Carlo...
Persistent link: https://www.econbiz.de/10010776647
In the two-sample prediction problem, record values from the present sample may be used as predictors of order statistics from a future sample. In this paper, we investigate the nearness of record statistics (upper and lower) to order statistics from a location-scale family of distributions in...
Persistent link: https://www.econbiz.de/10010896508
This paper considers computation of mixture weights of the marginal distribution of pooled order statistics that arise from combining and ordering multiple independent Type-II right censored samples. The proposed method is an iterative procedure which is computationally efficient and produces...
Persistent link: https://www.econbiz.de/10010847508
Consider k≥1 independent samples, each with a certain number of record values. The resulting pooled sample of records can be re-ordered to develop exact nonparametric inferential procedures. The distribution theory of such ordered multi-sample record values is developed in this paper. The...
Persistent link: https://www.econbiz.de/10011056463
In a recent paper,  Batún-Cutz et al. (2013) showed that the density of the maximum of the components of a l2,p-symmetrically distributed random vector have skewed l1,p-symmetric distribution. Their proof, based on a geometric measure representation for the distribution of the maximum, is...
Persistent link: https://www.econbiz.de/10011039806
In this paper, we compare the largest order statistics arising from independent heterogeneous gamma random variables based on the likelihood ratio order. Let X1,…,Xn be independent gamma random variables with Xi having shape parameter r∈(0,1] and scale parameter λi, i=1,…,n, and let Xn:n...
Persistent link: https://www.econbiz.de/10011041973
We compare the hazard rate functions of the largest order statistic arising from independent heterogeneous gamma random variables and that arising from i.i.d. gamma random variables. Specifically, let X1,…,Xn be independent gamma random variables with Xi having shape parameter 0r≤1 and scale...
Persistent link: https://www.econbiz.de/10011042081
In this paper, the sample range from a heterogeneous exponential sample is shown to be larger than that from a homogeneous exponential sample in the sense of the star ordering. Then, by using this result, some equivalent characterizations of stochastic comparisons of sample ranges with respect...
Persistent link: https://www.econbiz.de/10011042087