On the correlation structure of exponential order statistics and some extensions
- Authors: Hung Y.C.1, Chen R.W.2, Balakrishnan N.3
-
Affiliations:
- Dept. Statist.
- Dept. Math.
- Dept. Math. and Statist.
- Issue: Vol 25, No 3 (2016)
- Pages: 196-206
- Section: Article
- URL: https://journal-vniispk.ru/1066-5307/article/view/225766
- DOI: https://doi.org/10.3103/S1066530716030030
- ID: 225766
Cite item
Abstract
In this paper, we carry out a theoretical study of the correlation coefficients between exponential order statistics and their monotonicity properties. Then, aided by a Monte Carlo simulation study, we make some conjectures about the correlation structure of order statistics from a larger class of distributions.
About the authors
Y. C. Hung
Dept. Statist.
Author for correspondence.
Email: hungy@nccu.edu.tw
Taiwan, Province of China, Taipei
R. W. Chen
Dept. Math.
Email: hungy@nccu.edu.tw
United States, Coral Gables, Florida
N. Balakrishnan
Dept. Math. and Statist.
Email: hungy@nccu.edu.tw
Canada, Hamilton, Ontario
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