1. Exact distributions of order statistics from ln,p-symmetric sample distributions
- Author
-
Müller K. and Richter W.-D.
- Subjects
density generator ,extreme value statistics ,ln,p-dependence ,measure-of-cone representation ,skewed ln,p-symmetric distribution ,Science (General) ,Q1-390 ,Mathematics ,QA1-939 - Abstract
We derive the exact distributions of order statistics from a finite number of, in general, dependent random variables following a joint ln,p-symmetric distribution. To this end,we first review the special cases of order statistics fromspherical aswell as from p-generalized Gaussian sample distributions from the literature. To study the case of general ln,p-dependence, we use both single-out and cone decompositions of the events in the sample space that correspond to the cumulative distribution function of the kth order statistic if they are measured by the ln,p-symmetric probability measure.We show that in each case distributions of the order statistics from ln,p-symmetric sample distribution can be represented as mixtures of skewed ln−ν,p-symmetric distributions, ν ∈ {1, . . . , n − 1}.
- Published
- 2017
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