Email this article Representations of ordered random variables in the terms of the sums or products of independent variables
- Authors: Nevzorov V.B.1
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Affiliations:
- St. Petersburg State University
- Issue: Vol 49, No 4 (2016)
- Pages: 361-370
- Section: Mathematics
- URL: https://journals.rcsi.science/1063-4541/article/view/185624
- DOI: https://doi.org/10.3103/S1063454116040117
- ID: 185624
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Abstract
This is a survey of the available representations capable of expressing dependent ordered variables like order statistics and records as sums of independent summands or as products of independent random multipliers. Some new similar representations are obtained that in a similar manner express the common distributions of representatives of these two types of ordered random variables.
About the authors
V. B. Nevzorov
St. Petersburg State University
Author for correspondence.
Email: vanev@mail.ru
Russian Federation, Universitetskaya nab. 7/9, St. Petersburg, 199034
