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Linearity of regression for non-adjacent order statistics |
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| Authors: | Anna Dembin´ska Jacek Weso?owski |
| Institution: | (1) Mathematical Institute, Warsaw University of Technology, Plac Politechniki 1, 00-661 Warsaw, Poland (e-mail: wesolo@alpha.im.pw.edu.pl), PL |
| Abstract: | Let 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|X k:n)=a X k:n+b are identified, which solves the problem stated in Ferguson (1967). Received February 1998 |
| Keywords: | : Order statistics characterization exponential distribution Pareto distribution power distribution linearity of regression |
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