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The Dependence Analysis Between Discrete Order Statistics

Posted on:2010-09-01Degree:MasterType:Thesis
Country:ChinaCandidate:A X GengFull Text:PDF
GTID:2120360275957856Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
This paper discusses the dependence measures for discrete random variables further,and corrects the wrong results in the literature[7].It induces the copula between different order statistics which gives us a good way to know the relation between order statistics.Basing on the above,the paper gives us the values of Kendall's and Spearman's rank correlation coefficients between minimum and maximum order statistics and between other order statistics which will be good for the computation of correlation coefficient in the computer as theory.
Keywords/Search Tags:Dependence Measures, Order Statistics, Kendall's Rank Correlation Coefficient, Spearman's Rank Correlation Coefficient
PDF Full Text Request
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