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Computing the distribution and expected value of the concomitant rank-order statistics
Faculty
Science
Year:
2004
Type of Publication:
Article
Pages:
2575-2594
Authors:
BARAKAT, HM, El-Shandidy, MA
DOI:
10.1081/STA-200037944
Journal:
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS MARCEL DEKKER INC
Volume:
33
Research Area:
Mathematics
ISSN
ISI:000226243900001
Keywords :
order statistics, concomitants, ranking, tolerance region
Abstract:
This work gives a new representation of the distribution and expected value of the concomitant rank of order statistics. An advantage of this representation is its ability to extend without any complexity to the multivariate case. Moreover. it gives a new direct approach to compute an approximate formula for the distribution and expected value of the concomitant rank of order statistics. Finally, an upper bound is derived for the confidence level of the tolerance region of the original bivariate (resp., multivariate) d.f., from which the sample is drawn.
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