Generalized order statistics from arbitrary distributions and the Markov chain property |
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| Authors: | Erhard Cramer Trinh-Thai-Hang Tran |
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| Affiliation: | aRWTH Aachen University, Institute of Statistics, D-52056 Aachen, Germany |
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| Abstract: | The joint and marginal distributions of generalized order statistics based on an arbitrary distribution function are established in terms of the lexicographic distribution function. Furthermore, we show that generalized order statistics and the corresponding number of ties form a two-dimensional Markov chain. |
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| Keywords: | Generalized order statistics Order statistics Progressively Type-II censored order statistics Lexicographic distribution function Markov property |
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