ON AN INDEPENDENT RESULT USING ORDER STATISTICS AND THEIR CONCOMITANT

Let X1;X2;...;Xn have a jointly multivariate exchangeable normal distribution. In this work we investigate another proof of the independence of X and S2 using order statistics. We also assume that (Xi ; Yi); i =1; 2;...; n; jointly distributed in bivariate normal and establish the independence of the mean and the variance of concomitants of order statistics.

Keywords:

skew normal , order statistics , concomitants , independence , multivariate exchangeable normal distribution , matrix normal , Kronecker product