A RECURRENCE RELATION FOR DISTRIBUTION FUNCTIONS OF ORDER STATISTICS FROM BIVARIATE DISTRIBUTIONS.

This article focuses on the recurrence relation for distribution functions from bivariate distributions. In the univariate case, a number of recurrence relations between the densities and the moments of the order statistics are available ([1], [2], [3], [4], [5]). In this paper, a similar result is derived for bivariate distributions. Let F(x, y) be a bivariate distribution function with continuous margins F1(x) and F2(y).