On an independent result using order statistics and their concomitant

Document Type : Research Paper

Author

Department of Statistics, Faculty of mathematics and computer, Shahid Bahonar university of Kerman, Kerman, Iran

Abstract

Let $X_{1},X_{2},...,X_{n}$ have a jointly multivariate exchangeable normal distribution. In this work we investigate another proof of the independence of $X$ and $S^2$ using order statistics. We also assume that $(X_{i~},Y_{i}),i=1,2,...,n,$  jointly distributed in bivariate normal and establish the independence of the mean and the variance of concomitants of order statistics.

Keywords