Distributions of order statistics from a bivariate selection elliptical distribution as mixtures of univariate selection elliptical distributions
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
We consider here a univariate selection elliptical distribution, and focus on normal and t ones. In the normal case we derive its moment generating function as well as the first and second moments. Next, we show that the distributions of order statistics from a bivariate selection elliptical distribution are mixtures of these univariate selection elliptical distributions; hence, using the established properties of the univariate selection elliptical distribution, we derive the moment generating functions of order statistics, and also present expressions for means and variances of these order statistics, where they exist.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Salehi, M. ve Jamalizadeh, A. (2009). Distributions of order statistics from a bivariate selection elliptical distribution as mixtures of univariate selection elliptical distributions. Maltepe Üniversitesi. s. 260.
