Timeline for Order of independent random variables
Current License: CC BY-SA 3.0
7 events
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| May 1, 2017 at 13:59 | history | edited | Henry.L | CC BY-SA 3.0 |
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| May 1, 2017 at 13:57 | comment | added | Henry.L | @AnthonyQuas But OP does not say anything special about the domain, so I do not think it can be reduced further than integral equations. | |
| May 1, 2017 at 13:51 | comment | added | Anthony Quas | For what it's worth, the problem would be trivial if you were allowed dependent variables: just choose $3!$ points in $\mathbb R^3$, one point $x_\pi$ for each ordering $\pi$ with the correct ordering of the coordinates, and set $(X_1,X_2,X_3)$ to be $x_\pi$ with probability $p_\pi$. | |
| May 1, 2017 at 13:38 | history | edited | Henry.L | CC BY-SA 3.0 |
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| May 1, 2017 at 13:38 | comment | added | Henry.L | @AnthonyQuas You are right, just noticed that and remove that line. So it finally reduces to a system of integral equations? | |
| May 1, 2017 at 13:37 | comment | added | Anthony Quas | Surely using copulas is exactly what you're not allowed to do? The OP is rather explicit that he's looking for independent $X$'s, whereas if I understand correctly, the point of copulae is to produce non-independent joint distributions with specified marginals? | |
| May 1, 2017 at 13:14 | history | answered | Henry.L | CC BY-SA 3.0 |