On the joint distribution of order statistics from independent non-identical bivariate distributions

Abstract

Abstract In this note, the exact joint probability density function (jpdf) of bivariate order statistics from independent non-identical bivariate distributions is obtained. Furthermore, this result is applied to derive the joint distribution of a new sample rank obtained from the rth order statistics of the first component and the sth order statistics of the second component.

Keywords

• Bivariate order statistics
• Joint distribution
• Rank
• Random vector