| 离散型最小和最大次序统计量相关性研究 |
| |
| 引用本文： | 梁冯珍,史道济.离散型最小和最大次序统计量相关性研究[J].应用概率统计,2008,24(4):381-387. |
| |
| 作者姓名： | 梁冯珍 史道济 |
| |
| 作者单位： | 天津大学理学院,天津,300072 |
| |
| 摘 要： | 本文研究离散型随机变量之间的相关性度量, 讨论了最小次序统计量和最大次序统计量的渐近独立性, 给出了计算最小次序统计量和最大次序统计量的Kendall和Spearman秩相关系数的公式.
|
| 关 键 词： | 相关性度量 次序统计量 Kendall秩相关系数 Spearman秩相关函数. |
The Dependence Analysis between Minimum and Maximum Order Statistics |
| |
| Liang Fengzhen,Shi Daoji.The Dependence Analysis between Minimum and Maximum Order Statistics[J].Chinese Journal of Applied Probability and Statisties,2008,24(4):381-387. |
| |
| Authors: | Liang Fengzhen Shi Daoji |
| |
| Institution: | Department of Mathematics, Institute of Science, Tianjin University |
| |
| Abstract: | The dependence measures are discussed for the discrete random variables in this paper. It is proved that the asymptotic independence of the minimum andmaximum of $n$ i.i.d. random variables, and explicit expressions are given for the value of Kendall's and Spearman's rank correlation coefficient between minimum and maximum order statistics. |
| |
| Keywords: | Dependence measures order statistics Kendall's rank correlation coefficient Spearman's rank correlation coefficient |
| 本文献已被 维普 万方数据 等数据库收录！ |
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
