Integral representations of the exact distributions of order statistics are derived in a geometric way when three or four random variables depend on each other as the components of continuous ln,psymmetrically distributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implemented in a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with another one for newly evaluating the distribution of interest. For two groups of stock exchange index residuals, maximum distributions are compared under dependence and independence modeling.
@article{bwmeta1.element.doi-10_1515_demo-2016-0001,
author = {K. M\"uller and W.-D. Richter},
title = {Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n [?] {3,4}},
journal = {Dependence Modeling},
volume = {4},
year = {2016},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_1515_demo-2016-0001}
}
K. Müller; W.-D. Richter. Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}. Dependence Modeling, Tome 4 (2016) . http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_1515_demo-2016-0001/