A NOTE ON ORDER-STATISTICS FOR DEPENDENT VARIATES

被引：8

作者：

DAVID, HA

机构：

来源：

AMERICAN STATISTICIAN | 1993年 / 47卷 / 03期

关键词：

DROPPING ARGUMENT; PRINCIPLE OF INCLUSION AND EXCLUSION; RECURRENCE RELATIONS;

D O I：

10.2307/2684976

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Sathe and Dixit showed that a basic recurrence relation for cdf's of order statistics can be modified to hold under any dependence structure of the original variates. A greatly shortened proof is given in this note. Balakrishnan, Bendre, and Malik have used the relation to obtain a general expression for the cdf of an order statistic. This result is here linked to a classical formula in probability theory.

引用

页码：198 / 199

页数：2

共 8 条

[1]

ARNOLD BC, 1989, LECTURE NOTES STATIS, V53

[2] GENERAL RELATIONS AND IDENTITIES FOR ORDER-STATISTICS FROM NON-INDEPENDENT NONIDENTICAL VARIABLES [J].