In each of three exhaustive and distinct cases, it is found a distribution for which the correlation coefficient between the elements of the generalized order statistics (gos) is maximal. The corresponding result for the dual generalized order statistics (dgos) is derived for other three different distributions. Moreover, some interesting relations for the regression curves between the elements of gos and dgos based on these distributions are obtained. As a consequence of this result, a non-parametric criterion of independence between gos and between dgos in a general setting is derived. [graphic not available: see fulltext]
机构:
Shenzhen Univ, Business Sch, Shenzhen 518060, Guangdong, Peoples R ChinaShenzhen Univ, Business Sch, Shenzhen 518060, Guangdong, Peoples R China
Chen, Jing
Hu, Taizhong
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机构:
Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R ChinaShenzhen Univ, Business Sch, Shenzhen 518060, Guangdong, Peoples R China
Hu, Taizhong
JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY,
2007,
6
(01):
: 61
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75