Title of article
Some New Results on Covariances Involving Order Statistics from Dependent Random Variables
Author/Authors
Wang، نويسنده , , Wenjin and Sarkar، نويسنده , , Sanat K. and Bai، نويسنده , , Zhidong، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1996
Pages
9
From page
308
To page
316
Abstract
Formulas for covariance matrix between a random vector and its ordered components are derived for different distributions including multivariate normal,t, andF. The present formulas and related results obtained here lead to some known results in the literature as special cases.
Keywords
Order statistics , mixed covariances , Dependent random variables
Journal title
Journal of Multivariate Analysis
Serial Year
1996
Journal title
Journal of Multivariate Analysis
Record number
1557410
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