Ordering of Concomitants of Order Statistics, with Applications.

Abstract : Let (Xi,Yi) be in independent rv's from some bivariate distribution. Let X(r:n) denote the rth ordered X-variate, and Y(r:n) the Y-variate paired with X(r:n). The distribution of R(r,n), the rank of Y(r:n), is applied to a matching problem. Also, it is shown that pi(1n) pi(1, n-1) ... pi(11) when sampling from Gumbel's bivariate exponential distribution, where pi(rs) = P(R(r,n) = s). (Author)

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