On the correlation structure of exponential order statistics and some extensions

DOI10.3103/S1066530716030030MaRDI QIDQ2396742zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1250155 (Why is no real title available?)
• scientific article; zbMATH DE number 627762 (Why is no real title available?)
• scientific article; zbMATH DE number 1521551 (Why is no real title available?)
• A characterization of rectangular distributions
• A simple method for obtaining the maximal correlation coefficient and related characterizations
• An extremal property of rectangular distributions
• Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.
• On Terrell's characterization of uniform distribution
• Order Statistics
• Study of some measures of dependence between order statistics and systems

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(2)

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• The correlation coefficient between the smallest and largest observations when (N-1) of the n observations are iid exponentially distributed

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