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

Exact distributions of order statistics of dependent random variables from l n,p -symmetric... Abstract Integral representations of the exact distributions of order statistics are derived in a geometric way when three or four random variables depend on each other as the components of continuous ln,psymmetrically distributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implemented in a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with another one 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 l n,p -symmetric sample distributions, n ∈ {3,4}

Müller, K.; Richter, W.-D.
Dependence Modeling , Volume (1) – Feb 22, 2016
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Publisher
de Gruyter
Copyright
Copyright © 2016 by the
eISSN
2300-2298
DOI
10.1515/demo-2016-0001
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Abstract

Abstract Integral representations of the exact distributions of order statistics are derived in a geometric way when three or four random variables depend on each other as the components of continuous ln,psymmetrically distributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implemented in a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with another one 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 Modeling – de Gruyter

Published: Feb 22, 2016

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