Covariance between variables and their order statistics for multivariate normal variables
โ Scribed by Yosef Rinott; Ester Samuel-Cahn
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 212 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Assume a joint 2p-variate normal distribution for the p-component vectors and y with unknown mean and unknown variance-covariance matrices Zz. and Zuyy respectively, with Cov (5, y) =Zzu. No assumptions are made about the nature of Zzu. The likelihood ratio method is investigated to test the hypoth
When it comes to modeling dependent random variables, not surprisingly, the multivariate normal distribution has received the most attention because of its many appealing properties. However, when it comes to practical implementation, the same family of distribution is often rejected for modeling fi