Conditional properties of a random sample given an order statistic

被引：4

作者：

Ahmadi, Jafar ^{[1
]}

Nagaraja, H. N. ^{[2
]}

机构：

[1] Ferdowsi Univ Mashhad, Dept Stat, Ordered & Spatial Data Ctr Excellence, POB 1159, Mashhad 91775, Razavi Khorasan, Iran

[2] Ohio State Univ, Div Biostat, Columbus, OH 43210 USA

来源：

STATISTICAL PAPERS | 2020年 / 61卷 / 05期

关键词：

k-Out-of-nsystem; Moment generating function; Order statistics; Quadrant dependence; Stochastic orders; UNIVARIATE;

D O I：

10.1007/s00362-018-1016-y

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：

This paper deals with the conditional properties of unordered observations in a random sample given theith order statistic of the same sample. A characterization of symmetric distribution is given based on the properties of conditional moments. It is proved that the joint distribution has negative quadrant dependence structure and an exact expression for the Pearson correlation coefficient is given. Stochastic ordering results are obtained and it is shown that some orderings are inherited by the conditional distribution of the sample values. The results are useful in studying the properties of component lifetimes of a system withncomponents given theith failure time and associated repair costs.

引用

页码：1971 / 1996

页数：26

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