Displaying similar documents to “Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}”

Extreme value distributions for dependent jointly ln,p-symmetrically distributed random variables

K. Müller, W.-D. Richter (2016)

Dependence Modeling

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A measure-of-cone representation of skewed continuous ln,p-symmetric distributions, n ∈ N, p > 0, is proved following the geometric approach known for elliptically contoured distributions. On this basis, distributions of extreme values of n dependent random variables are derived if the latter follow a joint continuous ln,p-symmetric distribution. Light, heavy, and extremely far tails as well as tail indices are discussed, and new parameters of multivariate tail behavior are introduced. ...

Exact distributions of order statistics from ln,p-symmetric sample distributions

K. Müller, W.-D. Richter (2017)

Dependence Modeling

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We derive the exact distributions of order statistics from a finite number of, in general, dependent random variables following a joint ln,p-symmetric distribution. To this end,we first review the special cases of order statistics fromspherical aswell as from p-generalized Gaussian sample distributions from the literature. To study the case of general ln,p-dependence, we use both single-out and cone decompositions of the events in the sample space that correspond to the cumulative distribution...

On a general structure of the bivariate FGM type distributions

Sayed Mohsen Mirhosseini, Mohammad Amini, Ali Dolati (2015)

Applications of Mathematics

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In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach.

Drought models based on Burr XII variables

Saralees Nadarajah, B. M. Golam Kibria (2006)

Applicationes Mathematicae

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Burr distributions are some of the most versatile distributions in statistics. In this paper, a drought application is described by deriving the exact distributions of U = XY and W = X/(X+Y) when X and Y are independent Burr XII random variables. Drought data from the State of Nebraska are used.

Limit theorems for bivariate extremes of non-identically distributed random variables

H. M. Barakat (2002)

Applicationes Mathematicae

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The limit behaviour of the extreme order statistics arising from n two-dimensional independent and non-identically distributed random vectors is investigated. Necessary and sufficient conditions for the weak convergence of the distribution function (d.f.) of the vector of extremes, as well as the form of the limit d.f.'s, are obtained. Moreover, conditions for the components of the vector of extremes to be asymptotically independent are studied.

Some properties and applications of probability distributions based on MacDonald function

Oldřich Kropáč (1982)

Aplikace matematiky

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In the paper the basic analytical properties of the MacDonald function (the modified Bessel function of the second kind) are summarized and the properties of some subclasses of distribution functions based on MacDonald function, especially of the types x n K n ( x ) , x ≥ 0 , x n K n ( x x ) , x ∈ 𝐑 and x n + 1 K n ( x ) , x ≥ 0 are discussed. The distribution functions mentioned are useful for analytical modelling of composed (mixed) distributions, especially for products of random variables having distributions of the exponential type. Extensive and...