Some characterization results based on the conditional expectation of a function of non-adjacent order statistic (record value)

A characterization by linearity of the r

A characterization by linearity of the regression function based on order statistics

✍ N. Balakrishnan; I.S. Akhundov 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 179 KB

We consider an inÿnite 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