Resum
In this work we derive the exact joint distribution of linear combinations of order statistics and linear combinations of their concomitants and some auxiliary variables in multivariate normal distribution. By extending the results of Sheikhi and Jamalizadeh we investigate some regression equations. Our results generalize those obtained in previous research by Viana, Lee and Loperfido.
Paraules clau
- Unified skew normal
- L-statistic
- exchangeable multivariate normal distribution
- order statistic
- concomitant
Drets
Drets d'autor
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