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On the correlation structure of exponential order...
Journal article

On the correlation structure of exponential order statistics and some extensions

Abstract

In this paper, we carry out a theoretical study of the correlation coefficients between exponential order statistics and their monotonicity properties. Then, aided by a Monte Carlo simulation study, we make some conjectures about the correlation structure of order statistics from a larger class of distributions.

Authors

Hung YC; Chen RW; Balakrishnan N

Journal

Mathematical Methods of Statistics, Vol. 25, No. 3, pp. 196–206

Publisher

Allerton Press

Publication Date

July 1, 2016

DOI

10.3103/s1066530716030030

ISSN

1066-5307

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