Order statistics of dependent sequences consisting of two different sets of exchangeable variables

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摘要

We consider two different sets of exchangeable samples which are assumed to be dependent. A single set of observations is obtained from these two dependent samples. The distribution of single order statistic, and the joint distribution of the minimum and an arbitrary order statistic are derived. The results are illustrated in the context of reliability problem.

论文关键词:Exact distribution,Exchangeable random variables,Order statistics

论文评审过程:Received 20 May 2014, Revised 17 December 2014, Available online 5 March 2015.

论文官网地址:https://doi.org/10.1016/j.cam.2015.02.045