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A general recurrence relation for the moments of bivariate and trivariate order statistics
Faculty
Science
Year:
2006
Type of Publication:
Article
Pages:
1985-1992
Authors:
Barakat, H. M
DOI:
10.1080/03610920600761915
Journal:
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS TAYLOR \& FRANCIS INC
Volume:
35
Research Area:
Mathematics
ISSN
ISI:000242347700005
Keywords :
bivariate order statistics, dropping argument, moments of order statistics, recurrence relations, trivariate order statistics
Abstract:
In this article, by using the dropping argument, a general recurrence relation satisfied by the joint cumulative distribution functions of order statistics from any arbitrary bivariate distribution function is established. This recurrence relation is the first bivariate version of the basic triangle rule for order statistics arisen from univariate distribution function. Finally, this relation is extended to the trivariate case. These lead to similar identities for product moments (of any order) of order statistics.
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