Abstract
In this paper we study the relationships between copulas of order statistics from heterogeneous samples and the marginal distributions of the parent random variables. Specifically, we study the copula of the order statistics obtained from a general random vector X = ( X 1 , X 2 , … , X n ) . We show that the copula of the order statistics from X only depends on the copula of X and on the marginal distributions of X 1 , X 2 , … , X n through an exchangeable copula and the average of the marginal distribution functions. We study in detail some relevant cases.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callSimilar Papers
More From: Statistics and Probability Letters
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
