# Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}

Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample... AbstractIntegral representations of the exact distributions of order statistics are derived in a geometricway when three or four random variables depend on each other as the components of continuous ln,psymmetricallydistributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implementedin a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with anotherone for newly evaluating the distribution of interest. For two groups of stock exchange index residuals,maximum distributions are compared under dependence and independence modeling. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Dependence Modeling de Gruyter

# Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}

, Volume 4 (1): 1 – Feb 22, 2016
29 pages

/lp/de-gruyter/exact-distributions-of-order-statistics-of-dependent-random-variables-M3Kea0y9dw
Publisher
de Gruyter
© 2016 K. Müller and W.-D. Richter
ISSN
2300-2298
eISSN
2300-2298
DOI
10.1515/demo-2016-0001
Publisher site
See Article on Publisher Site

### Abstract

AbstractIntegral representations of the exact distributions of order statistics are derived in a geometricway when three or four random variables depend on each other as the components of continuous ln,psymmetricallydistributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implementedin a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with anotherone for newly evaluating the distribution of interest. For two groups of stock exchange index residuals,maximum distributions are compared under dependence and independence modeling.

### Journal

Dependence Modelingde Gruyter

Published: Feb 22, 2016

### References

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