Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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On the Dependence Structure of Concornitants of Order Statistics

  • Song-Ho Kim (Department of Statistics, Anyang University, Anyang-Shi, 430-714, Korea.) ;
  • Tae-Sung Kim (Department of Statistics, Won-Kwang University, Iri-Shi, 570-749, Korea.)
  • Published : 1996.06.01
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Abstract

Let $(X_{1j}, X_{2j}, … , X_{nj}, Y_j/)$j = 1, 2, … , n, be a sample of size n on an (m + l)-dimensional vector $(X_1, X_2, … , X_m, Y)$, m .geq. 1. If $Y_{(r)}$ denote the rth order statistic from Y, then the $X_{[r:n]}$ paired with $Y_(r)$ is termed the concomitant vector of the order statistics. The general distributions of concomitant of order statistics will be found. The mean, variance and covariance of$X_{[r:n]}$ Will be studied. Then we will apply the results to the multivariate normal variate case.e.

Keywords

References

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