On the correlation structure of exponential order statistics and some extensions
Journal
Mathematical Methods of Statistics
Journal Volume
25
Journal Issue
3
Pages
196-206
Date Issued
2016
Author(s)
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. © 2016, Allerton Press, Inc.
Subjects
continuous random variable; correlation coefficient; exponential random variable; order statistics
SDGs
Type
journal article