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
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
Journal title :
Journal of Multivariate Analysis