On Distributional Properties of Order Statistic with Pareto Distribution
Nenghui Kuang
Abstract
Nenghui Kuang
Abstract
Set {Xk,1≤k≤n} are independent and identical distributions,X(1),X(2),…,X(n) are their order statistics.When Xk is Pareto distribution with parameter r(r0),the joint probability density function of(X(1),X(2),…,X(n)) and the density functions of X(1) and X(n) are obtained.Therefore the representation formulas of the mathematical expectation and variance of X(1) and X(n) are obtained.What's more,proving that X(1),X(2),…,X(n)-X(n-1) are not independent and not identical distributions.
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Set {Xk,1≤k≤n} are independent and identical distributions,X(1),X(2),…,X(n) are their order statistics.When Xk is Pareto distribution with parameter r(r0),the joint probability density function of(X(1),X(2),…,X(n)) and the density functions of X(1) and X(n) are obtained.Therefore the representation formulas of the mathematical expectation and variance of X(1) and X(n) are obtained.What's more,proving that X(1),X(2),…,X(n)-X(n-1) are not independent and not identical distributions.
Key concepts: Order statistic, Mathematics, Combinatorics, Pareto principle, Probability density function, Statistic, Distribution (mathematics), Joint probability distribution