On the correlation structure of exponential order statistics and some extensions

DOI10.3103/S1066530716030030zbMATH Open1366.62099OpenAlexW2526143747MaRDI QIDQ2396742FDOQ2396742

Authors: Ying-Chao Hung, Robert W. Chen, 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

Recommendations

• On the correlation coefficient between the first and the r-th smallest order statistics based on n independent exponential random variables
• Some characterizations of exponential distribution based on order statistics
• The correlation coefficient between the smallest and largest observations when (N-1) of the n observations are iid exponentially distributed
• The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution
• On the dependence structure of order statistics

zbMATH Keywords

Monte Carlo simulationorder statisticscorrelation coefficientcontinuous random variableexponential random variable

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Order Statistics
• An extremal property of rectangular distributions
• Title not available (Why is that?)
• A characterization of rectangular distributions
• A simple method for obtaining the maximal correlation coefficient and related characterizations
• Study of some measures of dependence between order statistics and systems
• 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.

Cited In (2)

• On the correlation coefficient between the first and the r-th smallest order statistics based on n independent exponential random variables
• The correlation coefficient between the smallest and largest observations when (N-1) of the n observations are iid exponentially distributed

This page was built for publication: On the correlation structure of exponential order statistics and some extensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2396742)