Let (X i , Y i ) i=1, 2, ..., n be n independent and identically distributed random variables from some continuous bivariate distribution. If X (r) denotes the r th ordered X-variate then the Y-variate, Y [r] , paired with X (r) is called the concomitant of the r th order statistic. In this paper we
On the dependence structure of order statistics and concomitants of order statistics
โ Scribed by S.H. Kim; H.A. David
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 345 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
For a sample of iid observations {(X i , Y i )} from an absolutely continuous distribution, the multivariate dependence of concomitants and the stochastic order of subsets of Y [ ] are studied. If (X, Y) is totally positive dependent of order 2, Y [ ] is multivariate totally positive dependent of o
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