Journal Article

·2015 OPEN ACCESS

Joint distribution of new sample rank of bivariate order statistics

Gülder Kemalbay YTU

Journal of Applied Statistics

Abstract

Let (Xk,Yk), k=1,2,…,n, be independent copies of bivariate random vector (X,Y) with joint cumulative distribution function F(x,y) and probability density function f(x,y). For 1≤r,s≤n, the vector of order statistics of X1:n≤X2:n≤⋯≤Xn:n and Y1:n≤Y2:n≤⋯≤Yn:n, respectively, is denoted by (Xr:n,Ys:n). Let (Xn+i,Yn+i), i=1,2,…,m, be a new sample from F(x,y), which is independent from (Xk,Yk), k=1,2,…,n. Let ξ1 be the rank of order statistics Xr:n in a new sample Xn+1,Xn+2,…,Xn+m and ξ2 be the rank of order statistics Ys:n in a new sample Yn+1,Yn+2,…,Yn+m. We derive the joint distribution of discrete random vector (ξ1,ξ2) and a general scheme wherein the distributions of new and old samples are different is considered. Numerical examples for given well-known distribution are also provided.

Keywords

Joint probability distribution Combinatorics Mathematics Order statistic Statistics Rank (graph theory) Multivariate random variable Distribution (mathematics) Order (exchange) Bivariate analysis Cumulative distribution function Random variable Probability density function Discrete mathematics Mathematical analysis

Subject Areas

Statistical Distribution Estimation and Applications ·Statistics and Probability ·Physical Sciences
Probabilistic and Robust Engineering Design ·Statistics, Probability and Uncertainty ·Social Sciences
Nuclear Engineering Thermal-Hydraulics ·Aerospace Engineering ·Physical Sciences

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