𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables

✍ Scribed by Krzysztof Jasiński; Tomasz Rychlik

Book ID
113757684
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
168 KB
Volume
142
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some New Results on Covariances Involvin
Some New Results on Covariances Involving Order Statistics from Dependent Random Variables
✍ Wenjin Wang; Sanat K. Sarkar; Zhidong Bai 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 322 KB

Formulas for covariance matrix between a random vector and its ordered components are derived for different distributions including multivariate normal, t, and F. The present formulas and related results obtained here lead to some known results in the literature as special cases.