A Note on the Correlation Bounds for Some Ordered Random Variables

摘要

A sharp upper bound of the correlation between two m-generalized order statistics which includes the results for order statistics and upper record values as its special cases, has been obtained and the distribution function for which this bound is attained has been identified. Similar results for m-dual generalized order statistics are also obtained.%本文導得兩個m一般化有序統計量之相關係數的銳利上限。這些結果包含了一 般有序統計量以及上記錄值爲特殊的情况。同時也提供了一些達到此相關係數上限的分 佈。至於其m對偶有序統計量的相似結果也同時導得。