THE EXACT JOINT DISTRIBUTION OF CONCOMITANTS OF ORDER STATISTICS AND THEIR ORDER STATISTICS UNDER NORMALITY

被引：0

作者：

Sheikhi, Ayyub ^{[1
]}

Tata, Mahbanoo ^{[1
]}

机构：

[1] Shahid Bahonar Univ Kerman, Dept Stat, Kerman, Iran

来源：

REVSTAT-STATISTICAL JOURNAL | 2013年 / 11卷 / 02期

关键词：

unified skew-normal; L-statistic; multivariate normal distribution; order statistic; concomitant; orthant probability; LINEAR FUNCTIONS; RANDOM-VARIABLES;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this work we derive the exact joint distribution of a linear combination of concomitants of order statistics and linear combinations of their order statistics in a multivariate normal distribution. We also investigate a special case of related joint distributions discussed by He and Nagaraja (2009).

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页码：121 / 134

页数：14

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