figshare
Browse
cjas_a_1023705_sm7671.pdf (91.74 kB)

Joint distribution of new sample rank of bivariate order statistics

Download (0 kB)
Version 2 2015-07-21, 09:54
Version 1 2015-07-21, 09:54
journal contribution
posted on 2015-07-21, 09:54 authored by Gulder Kemalbay, Ismihan Bayramoglu (Bairamov)

Let

(

X

k

,

Y

k

), 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

1r,sn

, the vector of order statistics of

X

1:n

X

2:n

X

n:n

and

Y

1:n

Y

2:n

Y

n:n

, respectively, is denoted by

(

X

r:n

,

Y

s:n

)

. Let

(

X

n+i

,

Y

n+i

)

,

i=1,2,,m

, be a new sample from

F(x,y)

, which is independent from

(

X

k

,

Y

k

), k=1,2,,n

. Let

ξ

1

be the rank of order statistics

X

r:n

in a new sample

X

n+1

,

X

n+2

,,

X

n+m

and

ξ

2

be the rank of order statistics

Y

s:n

in a new sample

Y

n+1

,

Y

n+2

,,

Y

n+m

. We derive the joint distribution of discrete random vector

(

ξ

1

,

ξ

2

)

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.

History