On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution

On the exact distribution of order statistics arising from a doubly truncated bivariate... This paper studies the “truncated extended skew elliptically contoured” (TESEC) distributions and their related properties, which have never been discussed in the literature. In particular, we show that the exact distributions of order statistics arising from a doubly truncated bivariate elliptical distribution can be formulated as a mixture of six TESEC distributions. The explicit formulae for computing the corresponding first two moments are also derived. The proposed results are illustrated with a real dataset relating to the mineral content in humerus bones on the dominant and non-dominant sides. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png METRON Springer Journals

On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution

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Publisher
Springer Journals
Copyright
Copyright © 2017 by Sapienza Università di Roma
Subject
Statistics; Statistics, general; Statistical Theory and Methods
ISSN
0026-1424
eISSN
2281-695X
D.O.I.
10.1007/s40300-017-0111-5
Publisher site
See Article on Publisher Site

Abstract

This paper studies the “truncated extended skew elliptically contoured” (TESEC) distributions and their related properties, which have never been discussed in the literature. In particular, we show that the exact distributions of order statistics arising from a doubly truncated bivariate elliptical distribution can be formulated as a mixture of six TESEC distributions. The explicit formulae for computing the corresponding first two moments are also derived. The proposed results are illustrated with a real dataset relating to the mineral content in humerus bones on the dominant and non-dominant sides.

Journal

METRONSpringer Journals

Published: Jun 28, 2017

References

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