On the Distribution of the Extremes of Unequally Correlated Normal Variables with Applications to Antedependent Cluster Data |
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| Authors: | Krishna K Saha B C Sutradhar |
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| Institution: | (1) Department of Mathematics and Statistics, Memorial University of Newfoundland, St. John's, Newfoundland, Canada, A1C 5S7 |
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| Abstract: | Based on a small correlations approach, this paper deals with the probability distributions of the order statistics under a general Gaussian model with unequal (positive or negative) correlations. Illustrations are given for the cluster data those follow suitable antedependence models. |
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| Keywords: | Unequal but small correlations distribution of order statistics tail probability |
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