✦ LIBER ✦
Some New Results on Covariances Involving Order Statistics from Dependent Random Variables
✍ Scribed by Wenjin Wang; Sanat K. Sarkar; Zhidong Bai
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 322 KB
- Volume
- 59
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
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.