Recurrence relations between the P.D.F.'S of order statistics of dependent variables, and some applications
- 1 June 1967
- journal article
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 54 (1-2) , 283-292
- https://doi.org/10.1093/biomet/54.1-2.283
Abstract
This paper deals with recurrence relations for P.D.F.'s and moments of correlated random variables. Some applications to distributions of ordered correlated normal variables and correlatad F-ratios are considered.Keywords
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