Moments of Order Statistics from the Equicorrelated Multivariate Normal Distribution

DOI10.1214/AOMS/1177704361zbMATH Open0107.36302OpenAlexW2059595112WikidataQ105275489 ScholiaQ105275489MaRDI QIDQ3294607FDOQ3294607

Authors: D. B. Owen, George P. Steck 

Publication date: 1962

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

Full work available at URL: https://doi.org/10.1214/aoms/1177704361

zbMATH Keywords

statistics

Cited In (9)

• Computing bounds on the expected maximum of correlated normal variables
• On the distribution of the maximum of bivariate normal random variables with general means and variances
• On the estimation of the population mean based on ordered samples from an equicorrelated multivariate distribution
• Exact calculations for false discovery proportion with application to least favorable configura\-tions
• Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics
• Bounds on the expected value of maximum loss of fractional Brownian motion
• The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics
• Inequalities for functions of order statistics under an additive model
• On a class of psychological experiments

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