BOUNDS ON DISTRIBUTION-FUNCTIONS OF ORDER-STATISTICS FOR DEPENDENT VARIATES

被引：36

作者：

CARAUX, G ^{[1
]}

GASCUEL, O ^{[1
]}

机构：

[1] LIRMM,DEPT INFORMAT FONDAMENTALE,F-34100 MONTPELLIER,FRANCE

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 14卷 / 02期

关键词：

DISTRIBUTION FUNCTION OF ORDER STATISTICS; UPPER AND LOWER BOUNDS; DEPENDENT VARIATES;

D O I：

10.1016/0167-7152(92)90071-C

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：

Upper and lower bounds are given for F(xr:n), the distribution function of the rth order statistic from n possibly dependent random variables. We show that these bounds may be reached when the random variables have a common distribution function. For any distribution function F we may construct a set of n exchangeable variates (with c.d.f. F), whose dependency structure is such that the bounds are attained.

引用

页码：103 / 105

页数：3

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