Multivariate order statistics based on dependent and nonidentically distributed random variables

Authors:
H. M. Barakat
Affiliations:
Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, Egypt
Venue:
Journal of Multivariate Analysis
Year:
2009

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Abstract

In this paper some identities and inequalities which involve the joint distribution of order statistics in a set of dependent and nonidentically distributed random variables are derived. These identities and inequalities provide a unified way to handle the joint distribution of order statistics in a set of univariate or bivariate observations.