(Received December 16, 1996; revised August 21, 1997)
Abstract. Based on a small correlations approach, this paper deals with the probability distributions of the order statistics under a general Gaussian model with unequal (positive or negative) correlations. Illustrations are given for the cluster data those follow suitable antedependence models.
Key words and phrases: Unequal but small correlations, distribution of order statistics, tail probability.
Source ( TeX , DVI , PS )