Bivariate Dependence Properties of Order
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Philip J. Boland; Myles Hollander; Kumar Joag-Dev; Subhash Kochar
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Article
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1996
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Elsevier Science
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English
โ 327 KB
If X 1 , ..., X n are random variables we denote by X (1) X (2) ... X (n) their respective order statistics. In the case where the random variables are independent and identically distributed, one may demonstrate very strong notions of dependence between any two order statistics X (i) and X ( j) . I