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Some results on order statistics generated by two simulation methods

Authors :
William Volterman
Erhard Cramer
Katherine F. Davies
Narayanaswamy Balakrishnan
Source :
Statistics & Probability Letters. 79:1847-1857
Publication Year :
2009
Publisher :
Elsevier BV, 2009.

Abstract

In this paper, we consider joint distributions of order statistics generated by two simulation methods. By using these distributions, we study the nature of dependence and exceedence probabilities between them.

Details

ISSN :
01677152
Volume :
79
Database :
OpenAIRE
Journal :
Statistics & Probability Letters
Accession number :
edsair.doi...........8baf0a534053df8f9efe8883b0acbe6e