On the Order Statistics from Equally Correlated Normal Random Variables.

Abstract

Let x sub 1,...,x sub n be N standardized normal variables with correlation matrix (p sub ij) and let X sub (1) = or < x sub (2) = or < ... = or < x sub (N) denote the ordered X sub i. Besides some general distribution theory, this paper deals with the case where (p sub ij) = p(>0) for all i and j (i not equal to j). (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1972
Accession Number
AD0744966

Entities

People

  • Klaus Nagel
  • S. Panchapakesan
  • Shanti Gupta

Organizations

  • Purdue University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Distribution Theory
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Order Statistics
  • Random Variables
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.