• Title of article

    Distributions and expectations of order statistics for possibly dependent random variables

  • Author/Authors

    Rychlik، نويسنده , , Tomasz، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 1994
  • Pages
    12
  • From page
    31
  • To page
    42
  • Abstract
    The class of all possible distribution functions of each order statistic for a sample of possibly dependent, identically distributed random variables is characterized. An effective method of determination of the extreme values for the expectation and variance of an arbitrary Borel function of order statistic is presented and applied for calculating the moments in the case of uniformly distributed random variables.
  • Keywords
    Dependent random variables , Order statistics , expectation , Variance , Pontryaginיs Maximum Principle , Extreme point
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    1994
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557100