The Multivariate Inclusion-Exclusion Formula and Order Statistics from Dependent Variates
多元容斥公式与相依随机变量的次序统计量
A variant of the general multivariate inclusion-exclusion formula of Meyer (1969) is derived for the case where $K$ classes of events are considered and specific subsets of the events, one from each class, are related to one another by set inclusion. This result, in turn, yields a formula for the cumulative distribution function of any subset of order statistics from dependent random variables in terms of cumulative distribution functions of subsets of the unordered…