Accession Number : AD0744966

Title :   On the Order Statistics from Equally Correlated Normal Random Variables.

Descriptive Note : Technical rept.,

Corporate Author : PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS

Personal Author(s) : Gupta,Shanti S. ; Nagel,Klaus ; Panchapakesan,S.

Report Date : JUN 1972

Pagination or Media Count : 25

Abstract : Let x sub 1,...,x sub n be N standardized normal variables with correlation matrix (p sub ij) and let X sub (1) = or < x sub (2) = or < ... = or < x sub (N) denote the ordered X sub i. Besides some general distribution theory, this paper deals with the case where (p sub ij) = p(>0) for all i and j (i not equal to j). (Author)

Descriptors :   (*CORRELATION TECHNIQUES, RANDOM VARIABLES), DISTRIBUTION FUNCTIONS, MATRICES(MATHEMATICS), PROBABILITY, DISTRIBUTION THEORY, TABLES(DATA)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE