Concomitants in a Sequence of Independent Nonidentically Distributed Random Vectors

ABSTRACT

Concomitants of order statistics are considered for the situation in which the random vectors (X ₁, Y ₁), (X ₂, Y ₂),…, (X _n , Y _n ) are independent but otherwise arbitrarily distributed. The joint and marginal distributions of the concomitants of order statistics and stochastic comparisons among the concomitants of order statistics are studied in this situation.

Keywords:

• Concomitants
• Permanent
• Stochastic ordering
• Stochastically increasing

Mathematics Subject Classification:

• 60E15
• 62E15
• 62G30

Acknowledgment

The author would like to thank the referee and editor for their helpful comments and suggestions, which led to an improvement of the presentation of the article.