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On the distribution of some ordered variables

  • Saralees Nadarajah*
  • , Stephen Chan
  • , Emmanuel Afuecheta
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Motivated by a recent article published by Adam and Tawn, we characterize the distribution of two random variables X, Y ordered linearly like X < Y. We suppose that the random variables follow a bivariate extreme value distribution.

Original languageEnglish
Pages (from-to)2137-2142
Number of pages6
JournalCommunications in Statistics - Theory and Methods
Volume45
Issue number7
DOIs
StatePublished - 2 Apr 2016
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2016 Taylor & Francis Group, LLC.

Keywords

  • Extreme value theory
  • Linear ordering
  • Olympic swimming

ASJC Scopus subject areas

  • Statistics and Probability

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