On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution

被引：0
|
作者：
Roozegar R. [1 ]
Jamalizadeh A. [2 ]
Amiri M. [3 ]
Lin T.-I. [4 ,5 ]
机构：
[1] Department of Mathematics, College of Sciences, Yasouj University, Yasouj
[2] Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman
[3] Department of Statistics, Faculty of Basic Sciencs, University of Hormozgan, Bandar Abbas
[4] Institute of Statistics, National Chung Hsing University, Taichung
[5] Department of Public Health, China Medical University, Taichung
来源：
METRON | 2018年 / 76卷 / 1期
关键词：
Generalized inverse Gaussian distribution; Order statistics; Symmetric generalized hyperbolic distribution; Truncated extended skew elliptically contoured distribution;
D O I：
10.1007/s40300-017-0111-5
中图分类号：
学科分类号：
摘要：
This paper studies the “truncated extended skew elliptically contoured” (TESEC) distributions and their related properties, which have never been discussed in the literature. In particular, we show that the exact distributions of order statistics arising from a doubly truncated bivariate elliptical distribution can be formulated as a mixture of six TESEC distributions. The explicit formulae for computing the corresponding first two moments are also derived. The proposed results are illustrated with a real dataset relating to the mineral content in humerus bones on the dominant and non-dominant sides. © 2017, Sapienza Università di Roma.
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页码：99 / 114
页数：15
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