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ON CHARACTERIZING DISTRIBUTIONS VIA LINEARITY OF REGRESSION FOR ORDER STATISTICS

✍ Scribed by Wesolowski, Jacek ;Ahsanullah, Mohammad


Book ID
110969024
Publisher
Wiley (Blackwell Publishing)
Year
1997
Tongue
English
Weight
448 KB
Volume
39
Category
Article
ISSN
0004-9581

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A characterization by linearity of the r
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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