A General Recurrence Relation for the Moments of Bivariate and Trivariate Order Statistics |
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| Authors: | H M Barakat |
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| Institution: | 1. Department of Mathematics , Zagazig University , Zagazig , Egypt hbarakat2@hotmail.com |
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| Abstract: | In this article, by using the dropping argument, a general recurrence relation satisfied by the joint cumulative distribution functions of order statistics from any arbitrary bivariate distribution function is established. This recurrence relation is the first bivariate version of the basic triangle rule for order statistics arisen from univariate distribution function. Finally, this relation is extended to the trivariate case. These lead to similar identities for product moments (of any order) of order statistics. |
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| Keywords: | Bivariate order statistics Dropping argument Moments of order statistics Recurrence relations Trivariate order statistics |
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