An identity for expectations of functions of order statistics |
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| Authors: | Udo Kamps Lutz Mattner |
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| Institution: | 1. Institut für Statistik und Wirtschaftsmathematik, RWTH Aachen, Wüllnerstr. 3, 52062, Aachen, Germany
2. Institut für Mathematische Stochastik, Universit?t Hamburg, Bundesstr. 55, 20146, Hamburg 13, Germany
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| Abstract: | Summary We consider an identity for expectations of general functions of order statistics valid in a parametric class of probability
distributions. Corresponding characterization results are indicated. |
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| Keywords: | |
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