Open Access
VOL. 10 | 2013 Reverse Exchangeability and Extreme Order Statistics
Chapter Author(s) Yindeng Jiang, Michael D. Perlman
Editor(s) Galin Jones, Xiaotong Shen
Inst. Math. Stat. (IMS) Collect., 2013: 83-101 (2013) DOI: 10.1214/12-IMSCOLL1005

Abstract

For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and |min(X,Y)|. Partial extensions of these results for multivariate random vectors (X1,,Xn) are also given.

Information

Published: 1 January 2013
First available in Project Euclid: 23 September 2013

zbMATH: 1320.62110
MathSciNet: MR3586940

Digital Object Identifier: 10.1214/12-IMSCOLL1005

Keywords: Bivariate distribution , Extreme order statistics , multivariate distribution , reverse exchangeability , symmetry

Rights: Copyright © 2013, Institute of Mathematical Statistics

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