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Comparison of order statistics between dependent and independent random variables

✍ Scribed by Taizhong Hu; Jinjin Hu


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
246 KB
Volume
37
Category
Article
ISSN
0167-7152

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✦ Synopsis


The closeness of distribution functions of order statistics between positively (negatively) associated and independent random variables is compared. One application is presented. @ 1998 Elsevier Science B.V.


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For S= x i ! i , where (! i ) is a sequence of independent, symmetric random variables and (x i ) is a sequence of vectors in a normed space we give two methods of proving inequalities (E &S& p ) 1Γ‚p C p, q (E &S& q ) 1Γ‚q with the constants C p, q independent of the sequence (x i ). The methods depe