Liang Fengzhen, Shi Daoji. The Dependence Analysis between Minimum and Maximum Order Statistics[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(4): 381-387.
Citation: Liang Fengzhen, Shi Daoji. The Dependence Analysis between Minimum and Maximum Order Statistics[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(4): 381-387.

The Dependence Analysis between Minimum and Maximum Order Statistics

  • 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.
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