Fundamentals of Order and Rank Statistics (2024)

By: Iickho Song and So Ryoung Park and Wenyi Zhang and Seungwon Lee

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Synopsis: This book is devoted to the fundamentals of order and rank statistics. Primarily focusing on theoretical properties, it also discusses practical aspects, including interesting applications of step and impulse functions for the distribution of random variables, magnitudes, and signs. New concepts are introduced, such as independent and semi-identically distributed random vectors and probability density-mass functions. This book also presents an investigation of relative magnitudes in order statistics, and of correlation coefficients among signs, ranks, and magnitudes. The basic concepts are described in clear terms, and step-by-step details are provided for most of the presented mathematical results. The exposition is accompanied by numerous examples and more than 100 exercises, for which a complete solution manual is available. Providing a useful reference, and requiring only a basic understanding of probability and random variables, the book will appeal to a wide readership.