Dependence structure of bivariate order statistics with applications to bayramoglu's distributions

J. S. Huang, Xiaoling Dou, Satoshi Kuriki, G. D. Lin*

*この研究の対応する著者

研究成果: Article査読

16 被引用数 (Scopus)

抄録

We study the dependence structure of bivariate order statistics from bivariate distributions, and prove that if the underlying bivariate distribution H is positive quadrant dependent (PQD) then so is each pair of bivariate order statistics. As an application, we show that if H is PQD, the bivariate distribution K(n)+, recently proposed by Bairamov and Bayramoglu (2012) [1], is greater than or equal to Baker's (2008) [2] distribution H(n)+, and hence K(n)' attains a correlation higher than that of H(n)+. We give two explicit forms of the intractable K(n)+ and prove that for all n ≥ 2, K(n)+ is PQD regardless of H. We also show that if H is PQD, K(n)+ converges weakly to the Fréchet-Hoeffding upper bound as n tends to infinity.

本文言語English
ページ(範囲)201-208
ページ数8
ジャーナルJournal of Multivariate Analysis
114
1
DOI
出版ステータスPublished - 2013
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率
  • 数値解析
  • 統計学、確率および不確実性

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