Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149959 | Journal of Statistical Planning and Inference | 2011 | 14 Pages |
Abstract
This paper deals with the classical problem of how to evaluate the joint rank statistics distributions for two independent i.i.d. samples from a common continuous distribution. It is pointed that these distributions rely on an underlying polynomial structure of negative binomial type. That property is exploited to obtain, in a systematic and unified way, closed forms and simple recursions, some well established, for computing the joint tail and rectangular probabilities of interest.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Claude Lefèvre, Philippe Picard,