ON AN INDEPENDENT RESULT USING ORDER STATISTICS AND THEIR CONCOMITANT

Let X1,X2,...,Xn have a jointly multivariate exchangeable normal distribution. In this work we investigate another proof of the independence of synX and S² using order statistics. We also assume that (Xi ; Yi), i =1, 2,..., n, jointly distributed in bivariate normal and establish the independence of the mean and the variance of concomitants of order statistics.