Linearity of regression for non-adjacent order statistics

被引：24
|
作者：
Dembinska, A [1 ]
Wesolowski, J [1 ]
机构：
[1] Warsaw Univ Technol, Inst Math, PL-00661 Warsaw, Poland
来源：
METRIKA | 1998年 / 48卷 / 03期
关键词：
order statistics; characterization; exponential distribution; Pareto distribution; power distribution; linearity of regression;
D O I：
10.1007/s001840050016
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let X-1,X-2,..., X-n be a random sample from a continuous distribution with the corresponding order statistics X-1:n less than or equal to X-2:n less than or equal to ... less than or equal to X-n:n. All the distributions for which E(Xk+r:n\X-k:n) = aX(k:n) + b are identified, which solves the problem stated in Ferguson (1967).
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页码：215 / 222
页数：8
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