Accession Number:

AD0744966

Title:

On the Order Statistics from Equally Correlated Normal Random Variables.

Descriptive Note:

Technical rept.,

Corporate Author:

PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS

Personal Author(s):

• Gupta,Shanti S.
• Nagel,Klaus
• Panchapakesan,S.

Report Date:

1972-06-01

Pagination or Media Count:

25.0

Abstract:

Let x sub 1,...,x sub n be N standardized normal variables with correlation matrix p sub ij and let X sub 1 or x sub 2 or ... or x sub N denote the ordered X sub i. Besides some general distribution theory, this paper deals with the case where p sub ij p0 for all i and j i not equal to j. Author

Descriptors:

• (*CORRELATION TECHNIQUES
• RANDOM VARIABLES)
• DISTRIBUTION FUNCTIONS
• MATRICES(MATHEMATICS)
• PROBABILITY
• DISTRIBUTION THEORY
• TABLES(DATA)

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE