On the Distribution of the Maximum and Minimum of Ratios of Order Statistics
Barlow, R. E. ; Gupta, S. S. ; Panchapakesan, S.
Ann. Math. Statist., Tome 40 (1969) no. 6, p. 918-934 / Harvested from Project Euclid
Let $X_i(i = 0, 1, \cdots, p)$ be $(p + 1)$ independent and identically distributed nonnegative random variables each representing the $j$th order statistic in a random sample of size $n$ from a continuous distribution $G(x)$ of a nonnegative random variable. Let $G_{j,n}(x)$ be the cumulative distribution function of $X_i(i = 0, 1, \cdots, p)$. Consider the ratios $Y_i = X_i/X_0 (i = 1, 2, \cdots, p)$. The random variables $Y_i (i = 1, 2, \cdots, p)$ are correlated and the distribution of the maximum and the minimum is of interest in problems of selection and ranking for restricted families of distribution. The distribution-free subset selection rules using the percentage points of these order statistics are investigated in a companion paper by Barlow and Gupta (1969). In the present paper, we discuss the distribution of these statistics, in general, for any $G(x)$ and then derive specific results for $G(x) = 1 - e^{-x/\theta}, x > 0, \theta > 0$. Section 2 deals with the distribution of the maximum while Section 3 discusses the distribution of the minimum. Some asymptotic results are given in Section 4, while Section 5 describes the tables of the percentage points of the two statistics.
Publié le : 1969-06-14
Classification: 
@article{1177697597,
     author = {Barlow, R. E. and Gupta, S. S. and Panchapakesan, S.},
     title = {On the Distribution of the Maximum and Minimum of Ratios of Order Statistics},
     journal = {Ann. Math. Statist.},
     volume = {40},
     number = {6},
     year = {1969},
     pages = { 918-934},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177697597}
}
Barlow, R. E.; Gupta, S. S.; Panchapakesan, S. On the Distribution of the Maximum and Minimum of Ratios of Order Statistics. Ann. Math. Statist., Tome 40 (1969) no. 6, pp.  918-934. http://gdmltest.u-ga.fr/item/1177697597/