Permanent Expansions and Distributions of Order Statistics in the INID Case

被引：12

作者：

Cramer, E. ^{[1
]}

Herle, K. ^{[1
]}

Balakrishnan, N. ^{[2
]}

机构：

[1] Rhein Westfal TH Aachen, Inst Stat, D-52056 Aachen, Germany

[2] McMaster Univ, Dept Math & Stat, Hamilton, ON, Canada

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2009年 / 38卷 / 12期

关键词：

Generalized mixtures; INID variables; Order statistics; Permanents; Ryser's expansion of permanents; PROGRESSIVE CENSORING METHODOLOGY; RECURRENCE RELATIONS; RANDOM-VARIABLES; ROBUSTNESS; APPRAISAL;

D O I：

10.1080/03610920802311725

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：

Expansions of permanents are applied to derive expressions for the distribution functions of order statistics arising from n INID random variables. For this purpose, we apply two types of expansions. The first one is based on Ryser's method and it leads to a representation of the distribution function as a generalized mixture of distributions of order statistics from IID random variables. The second approach, which is based on the calculation of the permanent of a sum of two matrices, yields an expression in terms of products of both distributions of minima and maxima. It turns out that the most efficient way of calculating the distribution function is the one based on Ryser's expansion.

引用

页码：2078 / 2088

页数：11

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