On moments of bivariate order statistics

Faculty Not Specified Year: 1999
Type of Publication: Article Pages: 351-358
Authors:
BARAKAT, HM
DOI: 10.1023/A:1003818410698
Journal: ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS KLUWER ACADEMIC PUBL Volume: 51
Research Area: Mathematics ISSN ISI:000081227000011
Keywords : bivariate order statistics, moments of order statistics, dependence function    
Abstract:
In the present paper, we give the exact explicit expression for the product moments (of any order) of bivariate order statistics (o.s.) from any arbitrary continuous bivariate distribution function (d.f.). Furthermore, for any arbitrary bivariate uniform d.f., universal distribution-free bounds for the differences of any two different product moments (of order (1, 1) or (-1, 1)) are given.
    
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