In this note, we present an alternate way of obtaining the sharp bound for expected values of order statistics derived by Moriguti (1953) based on the principle of greatest convex minorants. The formula presented here using an application of binomial--negative binomial relationship, in addition...

We consider an infinite sequence X1,X2,... of independent random variables having a common continuous distribution function F(x). For 1[less-than-or-equals, slant]i[less-than-or-equals, slant]n, let {Xi:n} denote the ith order statistic among X1,...,Xn. In this paper, we characterize the...

Starting from any univariate density function f(x) and an associated orthogonal function g(x), we present in this note a method of constructing multivariate distributions of all dimensions. It is shown that these multivariate distributions, in addition to being closed under marginal and...

In this paper, we consider the order statistics from a bivariate normal distribution and develop a conditional correlation analysis. We then apply these results to evaluate the presence of inventory effects in futures market. We also apply these results to analyze the data from a visual acuity...