On the correlation coefficient between the first and the r-th smallest order statistics based on n independent exponential random variables |
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| Authors: | Y.S. Sathe |
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| Affiliation: | Department of Statistics , university or Bombay , Bombay, 400090, India |
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| Abstract: | It is proved that the correlation coefficient between the first and the r-th smallest order statistics based on n independent, exponentially distributed random variables is less than or equal to the corresponding correlation coefficient when the n indpendent random variables are identically and exponentially distributed with expectation equal to unity |
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| Keywords: | Order statistics exponemtial distribution correlation convex function |
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