Exact distributions of order statistics from l_n,p-symmetric sample distributions

• Autorzy: K. Müller , W.-D. Richter
• Języki publikacji: EN

Abstrakty

EN

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}.

Słowa kluczowe

EN

density generator; extreme value statistics; ln,p-dependence; measure-of-cone representation; skewed ln,p-symmetric distribution

• Wydawca: De Gruyter Open
• Czasopismo: Dependence Modeling
• Rocznik: 2017
• Tom: 5
• Numer: 1
• Strony: 221-245

Daty

wydano

2017-08-28

otrzymano

2017-05-02

zaakceptowano

2017-07-09

online

2017-09-06

Twórcy

autor

K. Müller

• ,

autor

W.-D. Richter

• ,

Identyfikatory

DOI

10.1515/demo-2017-0013