Polynomial structures in rank statistics distributions

نویسندگان

  • Philippe PICARD
  • Tony Garnier
  • Claude Lefèvre
  • Philippe Picard
چکیده

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. This property is exploited to obtain, in a systematic and unified way, various recursions, some well estabished, for computing the joint tail and rectangular probabilities of interest. MSC: 62G30; secondary 33A65

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تاریخ انتشار 2010