Random Walk Processes and their Applications in Order Statistics
نویسندگان
چکیده
منابع مشابه
ON AN INDEPENDENT RESULT USING ORDER STATISTICS AND THEIR CONCOMITANT
Let X1;X2;...;Xn have a jointly multivariate exchangeable normal distribution. In this work we investigate another proof of the independence of X and S2 using order statistics. We also assume that (Xi ; Yi); i =1; 2;...; n; jointly distributed in bivariate normal and establish the independence of the mean and the variance of concomitants of order statistics.
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1992
ISSN: 1050-5164
DOI: 10.1214/aoap/1177005710