Moments of Order Statistics from the Equicorrelated Multivariate Normal Distribution
Work
Year: 1962
Type: article
Abstract: Let $Z_1, Z_2, \cdots, Z_n$ be jointly normally distributed random variables with $EZ_i = 0, EZ^2_i = 1, EZ_iZ_j = \rho, i \neq j, -1/(n - 1) \leqq \rho \leqq 1$. Let the collection of random variable... more
Authors D. B. Owen, G.P. Steck
Cites: 8
Cited by: 72
Related to: 10
FWCI: 3.322
Citation percentile (by year/subfield): 96.84
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: bronze