A characterization of the prudent order preference function
β Scribed by Claude Lamboray
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 675 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0165-4896
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We consider an inΓΏnite sequence X 1 ; X 2 ; : : : of independent random variables having a common continuous distribution function F(x). For 1 6 i 6 n, let {X i:n } denote the ith order statistic among X 1 ; : : : ; X n . In this paper, we characterize the distributions for which the regression E((X