Bivariate dependence properties of order statistics
Journal of Multivariate Analysis
Negative dependence in the balls and bins experiment with applications to order statistics
Journal of Multivariate Analysis
On the dependence between the extreme order statistics in the proportional hazards model
Journal of Multivariate Analysis
A new dependence ordering with applications
Journal of Multivariate Analysis
On the range of heterogeneous samples
Journal of Multivariate Analysis
Study of some measures of dependence between order statistics and systems
Journal of Multivariate Analysis
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Given a random sample from a continuous variable, it is observed that the copula linking any pair of order statistics is independent of the parent distribution. To compare the degree of association between two such pairs of ordered random variables, a notion of relative monotone regression dependence (or stochastic increasingness) is considered. Using this concept, it is proved that for i , the dependence of the jth order statistic on the ith order statistic decreases as i and j draw apart. This extends earlier results of Tukey (Ann. Math. Statist. 29 (1958) 588) and Kim and David (J. Statist. Plann. Inference 24 (1990) 363). The effect of the sample size on this type of dependence is also investigated, and an explicit expression is given for the population value of Kendall's coefficient of concordance between two arbitrary order statistics of a random sample.