论文信息 - Kendall distribution functions

Kendall distribution functions

If X and Y are continuous random variables with joint distribution function H, then the Kendall distribution function of (X,Y) is the distribution function of the random variable H(X,Y). Kendall distribution functions arise in the study of stochastic orderings of random vectors. In this paper we study various properties of Kendall distribution functions for both populations and samples.

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