离散型最小和最大次序统计量相关性研究

The Dependence Analysis between Minimum and Maximum Order Statistics

  • 摘要: 本文研究离散型随机变量之间的相关性度量, 讨论了最小次序统计量和最大次序统计量的渐近独立性, 给出了计算最小次序统计量和最大次序统计量的Kendall和Spearman秩相关系数的公式.

     

    Abstract: The dependence measures are discussed for the discrete random variables in this paper. It is proved that the asymptotic independence of the minimum and maximum of n i.i.d. random variables, and explicit expressions are given for the value of Kendall's and Spearman's rank correlation coefficient between minimum and maximum order statistics.

     

/

返回文章
返回