Communications for Statistical Applications and Methods

  • 제7권1호
  • /
  • Pages.285-290
  • /
  • 2000
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

A Note on the Covariance Matrix of Order Statistics of Standard normal Observations

  • 발행 : 2000.04.01
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초록

We noted a property of a stationary distribution on the matrix C, which is the covariance matrix of order statistics of standard normal distribution That is the sup norm of th powers of C is ee' divided by its dimension. The matrix C can be taken as a transition probability matrix in an acyclic Markov chain.

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참고문헌

  1. Standard Probability and Statistics Tables and Formulae Beyer, W.H.
  2. Order Statistics David, H.A.
  3. The Theory of Matrices Gantmacher, F.R.
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  6. Stat. Prob. Letters v.43 The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order Lee, H.M.;Viana, M.
  7. J. Amer. Statist. Assn. v.90 Correlation analysis of extreme observations from a multivariate normal distribution Olkin, I.;Viana, M.
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  9. On a class of patterned matrix Viana, M.
  10. Advances in Statistical Decision Theory and Application Correlation analysis of ordered observation from a block-equicorrelated multvariate normal distribution. Viana, M.;Olkin, I;S. Panchapakesan(ed.);N. Balakrihnan(ed.)