Let (Xi, Y/), i= 1,..., n, be a random sample from a bivariate distribution with cumulative
distribution function (cdf) F (x, y). If the sample is ordered by the X~, then the Y-variate …

相关系数是表征两个随机变量之间统计关系强弱的统计量, 在几乎所有科学与技术领域都获得了
广泛应用. 本文以二元高斯分布为基本模型, 对文献中常见的5 种相关系数的统计特性作相对 …

Computationally intensive structural equation modeling (SEM) approaches have been in
development over much of the 20th century, initiated by the seminal work of Sewall Wright …

This volume provides an up-to-date coverage of the theory and applications of ordered
random variables and their functions. Furthermore, it develops the distribution theory of OS …

SUMMARY L-moments are expectations of certain linear combinations of order statistics.
They can be defined for any random variable whose mean exists and form the basis of a …

This article proposes and tests a method for estimating direct, indirect, and intertemporal
effects of migrant remittances on the size distribution of income as measured by a Gini …

Gini's mean difference (GMD) as a measure of variability has been known for over a century.
It has more than 14 alternative representations. Some of them hold only for continuous …

Stratification and segmentation describe markets and societies. The aim of this paper is to
further develop the index of the degree of overlapping between distributions as a measure of …

This paper presents the mean‐Gini (MG) approach to analyze risky prospects and construct
optimum portfolios. The proposed method has the simplicity of a mean‐variance model and …

Of all measures of variability, the variance is by far the most popular. This paper argues that
Gini's Mean Difference (GMD), an alternative index of variability, shares many properties …