Two remarks on order statistics
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Let \(X_{(1)},...,X_{(n)}\) be the order statistics of n iid distributed random variables. We prove that \((X_{(i)})\) have a certain Markov property for general distributions and secondly that the order statistics have monotone conditional regression dependence. Both properties are well known in the case of continuous distributions.
Recommendations
- Some concept of Markov property of discrete order statistics arising from independent and non-identically distributed variables
- A note on the conditional Markov property of discrete order statistics
- Bivariate dependence properties of order statistics
- On the dependence structure of order statistics
- Stochastic comparisons of order statisctics from two samples
Cites work
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- scientific article; zbMATH DE number 3354425 (Why is no real title available?)
- On the Markov property of order statistics
- Probability of ties and Markov property in discrete order statistics
- Rank tests for one sample, two samples, and k samples without the assumption of a continuous distribution function
- Some Concepts of Dependence
Cited in
(22)- Conditional independence of blocked ordered data
- A note on the conditional Markov property of discrete order statistics
- Structure of discrete order statistics
- Distribution of order statistics for discrete parents with applications to censored sampling
- Stochastic comparisons of order statisctics from two samples
- Processes of \(r^{th}\) largest
- Bivariate dependence properties of order statistics
- Some concept of Markov property of discrete order statistics arising from independent and non-identically distributed variables
- Conditional properties of a random sample given an order statistic
- Progressive censoring methodology: an appraisal (with comments and rejoinder)
- Dependence properties of order statistics
- Numbers of observations near order statistics
- Dependence structure of generalized order statistics
- Generalized densities of order statistics
- Order Statistics from Discrete Distributions
- scientific article; zbMATH DE number 1076416 (Why is no real title available?)
- A note on a characteristic property based on order statistics
- Monotonicity properties of certain expected extreme order statistics
- Ordered and censored lifetime data in reliability: an illustrative review
- Sharp bounds on variances of generalized order statistics
- Generalized order statistics from arbitrary distributions and the Markov chain property
- On the dependence structure of order statistics and concomitants of order statistics
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