2009Journal of Gansu Lianhe UniversityRequires access

On Distributional Properties of Order Statistic with Pareto Distribution

Nenghui Kuang

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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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What this paper is about

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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Available 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.

Key concepts: Order statistic, Mathematics, Combinatorics, Pareto principle, Probability density function, Statistic, Distribution (mathematics), Joint probability distribution

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