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
Link To Document