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We derive the exact distributions of order statistics from a finite number of, in general, dependent random variables following a joint ln,p-symmetric distribution. To this end,we first review the special cases of order statistics fromspherical aswell as from p-generalized Gaussian sample distributions from the literature. To study the case of general ln,p-dependence, we use both single-out and cone decompositions of the events in the sample space that correspond to the cumulative distribution function of the kth order statistic if they are measured by the ln,p-symmetric probability measure.We show that in each case distributions of the order statistics from ln,p-symmetric sample distribution can be represented as mixtures of skewed ln−ν,p-symmetric distributions, ν ∈ {1, . . . , n − 1}.
Wydawca
Czasopismo
Rocznik
Tom
Numer
Strony
221-245
Opis fizyczny
Daty
wydano
2017-08-28
otrzymano
2017-05-02
zaakceptowano
2017-07-09
online
2017-09-06
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Bibliografia
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Bibliografia
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Identyfikator YADDA
bwmeta1.element.doi-10_1515_demo-2017-0013