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.
โฆ LIBER โฆ
On some stochastic inequalities involving minimum of random variables
โ Scribed by Peter Kubat
- Publisher
- John Wiley and Sons
- Year
- 1982
- Tongue
- English
- Weight
- 172 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0894-069X
No coin nor oath required. For personal study only.
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