一个和指数分布有关的多元对称分布族的次序统计量及其应用

ORDER STATISTICS OF MUTTIVARIATE SYMMETRIC DISTRIBUTIONS RELATED TO AN EXPONENTIAL DISTRIBUTION AND THEIR APPLICATIONS

  • 摘要: 设 u_n 为 R^n 中超平面\left\u_n=\left(u_1, \cdots, u_n\right): \sum_i=1^n u_i=1, u_i \geqslant 0, i=1, \cdots, n\right\上的均匀分布. 我们在文3中引入了一个和指数分布有关的多元对称分布族\mathscrF_n=\left\z_: \boldsymbolz \ xlongequal= r \boldsymbolu, r \geqslant 0 \text 与 \boldsymbolu \text 独立 \right\.设 z_(1) \leqslant \cdots \leqslant z_(n) 为 z=\left(z_1, \cdots, z_n\right) \in \mathscrF_n 的次序统计量。本文给出了 z_(1), \cdots, z_(n) 的联合分布,一维和二维边缘分布以及极差和中程的分布. 我们还求出了 \left\z_(i)\right\ 的矩并讨论了次序统计量的应用.

     

    Abstract: Let \boldsymbolu be uniformly distributed in the region \left\\boldsymbolu=\left(u_1, \cdots, u_n\right): \sum_i=1^n u_i=1, u_n \geqslant 0, i=1, \cdots, n\right\ . We have introduced in 3 a family of multivariate symmetric distributions related to exponential distribution \mathscrF_n=\\boldsymbolz: \boldsymbolz \stackreld= r \boldsymbolu, r \geqslant 0 \text and is independent of \boldsymbolu\ . Let z_(1) \leqslant \cdots \leqslant z_(n) be the order statistics of \boldsymbolz \boldsymbol-\left(z_1, \cdots, z_n\right) \in \mathscrF_n.In this paper, the joint distribution of z_(1), \cdots, z_(n), the marginal distribution of z_(0) and marginal distribution of z_(i) and z_(j), i=1, \cdots, n-1, j=i+1, \cdots, n, are obtained.The distributions of range and midrange of \left\z_(i), i=1, \cdots, n\right\ are also given.The moments of \left\z_(i)\right\ are found and some applications are discussed.

     

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