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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