A relation for the covariances of order statistics from n independent and non-identically distributed random variables |
| |
| Authors: | N Balakrishnan |
| |
| Institution: | 1. Department of Mathematics and Statistics, Mc Master University, L85 4Kl, Hamilton, Ontario, Canada
|
| |
| Abstract: | We derive a simple relation satisfied by the covariances of order statistics in the i.i.d. case and then generalize it to
the case when the variables are independent and non-identically distributed. This relation could be employed successfully
either to check the calculations or to reduce the amount of direct computations involved in evaluating the covariances of
order statistics from an outlier model. |
| |
| Keywords: | and Phrases" target="_blank"> and Phrases Order statistics recurrence relation single moments product moments covariances permanent out liers |
| 本文献已被 SpringerLink 等数据库收录！ |
