Author:
Hu Taizhong,Yao Junchao,Lu Qingshu
Abstract
In this article we investigate conditions by a unified method under which the covariances of functions of two adjacent ordered random variables are nonnegative. The main structural results are applied to several kinds of ordered random variable, such as delayed record values, continuous and discrete ℓ∞⩽-spherical order statistics, epoch times of mixed Poisson processes, generalized order statistics, discrete weak record values, and epoch times of modified geometric processes. These applications extend the main results for ordinary order statistics in Qi [28] and for usual record values in Nagaraja and Nevzorov [25].
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
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2 articles.
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