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A Note on Order Statistics for Dependent Variates

โœ Scribed by H. A. David


Book ID
127346671
Publisher
American Statistical Association
Year
1993
Tongue
English
Weight
358 KB
Volume
47
Category
Article
ISSN
0003-1305

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Let X1; X2; : : : ; Xn be n random variables with an arbitrary n-variate distribution. We say that the X 's are maximally (resp. minimally) stable of order j (j โˆˆ {1; 2; : : : ; n}), if the distribution F (j) of max{X k 1 ; : : : ; X k j } (resp. G (j) of min{X k 1 ; : : : ; X k j }) is the same, fo