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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}

Dependence Modeling , Volume 4 (1): 1 – Feb 22, 2016

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References (53)

Publisher
de Gruyter
Copyright
© 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

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