The Exact Joint Distribution of Concomitants of Order Statistics and Their Order Statistics under Normality

Authors

  • Ayyub Sheikhi Shahid Bahonar University of Kerman
  • Mahbanoo Tata Shahid Bahonar University of Kerman

DOI:

https://doi.org/10.57805/revstat.v11i2.130

Keywords:

unified skew-normal, L-statistic, multivariate normal distribution, order statistic, concomitant, orthant probability

Abstract

In this work we derive the exact joint distribution of a linear combination of concomitants of order statistics and linear combinations of their order statistics in a multivariate normal distribution. We also investigate a special case of related joint distributions discussed by He and Nagaraja (2009).

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Published

2013-06-24

How to Cite

Sheikhi , A., & Tata , M. (2013). The Exact Joint Distribution of Concomitants of Order Statistics and Their Order Statistics under Normality. REVSTAT-Statistical Journal, 11(2), 121–134. https://doi.org/10.57805/revstat.v11i2.130

Issue

Vol. 11 No. 2 (2013): REVSTAT-Statistical Journal

Section

Article

License

Copyright (c) 2013 REVSTAT-Statistical Journal

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.