摘要：In this work we derive the exact joint distribution of a linear combination of con-comitants of order statistics and linear combinations of their order statistics in amultivariate normal distribution. We also investigate a special case of related jointdistributions discussed by He and Nagaraja (2009).
关键词：unified skew-normal; L-statistic; multivariate normal distribution; order statistic;concomitant; orthant probability
