AYYUB SHEIKHI - DEPARTMENT OF STATISTICS, FACULTY OF MATHEMATICS AND COMPUTER, SHAHID BAHONAR UNIVERSITY OF KERMAN, KERMAN, IRAN.

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.

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