On the correlation structure of exponential order statistics and some extensions

DOI10.3103/S1066530716030030zbMath1366.62099OpenAlexW2526143747MaRDI QIDQ2396742

Robert W. Chen, Ying-Chao Hung, Narayanaswamy Balakrishnan

Publication date: 24 May 2017

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530716030030

zbMATH Keywords

order statisticsMonte Carlo simulationexponential random variablecorrelation coefficientcontinuous random variable

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• A simple method for obtaining the maximal correlation coefficient and related characterizations
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• A characterization of rectangular distributions
• An extremal property of rectangular distributions
• On Terrell's characterization of uniform distribution
• Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.
• Order Statistics

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