Linearity of regression for non-adjacent order statistics
Anna Dembińska , Jacek Wesołowski
AbstractLet X 1,X 2,…,X n be a random sample from a continuous distribution with the corresponding order statistics X 1:n≤X 2:n≤…≤X n:n. All the distributions for which E(X k+r: n\\textbar\X k:n)=a X k:n+b are identified, which solves the problem stated in Ferguson (1967).
|Journal series||Metrika, ISSN 0026-1335, 1435-926X|
|Keywords in English||Characterization, exponential distribution, Key words: Order statistics, linearity of regression, Pareto distribution, power distribution|
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