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Reverse Exchangeability and Extreme Order Statistics

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Article , Preprint , Other literature type 01 Jan 2013Embargo end date: 01 Jan 2012Publisher:Institute of Mathematical Statistics

Authors: Jiang, Yindeng; Perlman, Michael D.;

doi: 10.1214/12-imscoll1005 , 10.48550/arxiv.1206.4765

arXiv: http://arxiv.org/abs/1206.4765

Reverse Exchangeability and Extreme Order Statistics

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Abstract

For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also given.

Related Organizations

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Keywords

multivariate distribution, reverse exchangeability, FOS: Mathematics, Mathematics - Statistics Theory, Statistics Theory (math.ST), bivariate distribution, extreme order statistics, symmetry

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