Displaying similar documents to “Exact distributions of order statistics from ln,p-symmetric sample distributions”

Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}

K. Müller, W.-D. Richter (2016)

Dependence Modeling

Similarity:

Integral representations of the exact distributions of order statistics are derived in a geometric way when three or four random variables depend on each other as the components of continuous ln,psymmetrically distributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implemented in a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with another one for newly evaluating the distribution of interest. For two groups of...

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

K. Müller, W.-D. Richter (2016)

Dependence Modeling

Similarity:

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. ...

On a general structure of the bivariate FGM type distributions

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

Applications of Mathematics

Similarity:

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.

Some inferences on the distribution of the Demmel condition number of complex Wishart matrices

M. Shakil, M. Ahsanullah (2017)

Special Matrices

Similarity:

In recent years, many researchers have studied the distributions of the Demmel (or the scaled) condition numbers (DCN) of complex Wishart matrices. In this paper, several new distributional properties of the distribution of the Demmel condition number of complex Wishart matrices are presented. The limiting distributions of the standardized extreme order statistics are given. Since the truncated distributions arise in practical statistics where the ability of record observations is limited...