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Let X (r, n, m, k), 1 r n, denote generalized order statistics based on an absolutely continuous distribution function F. We characterize all distribution functions F for which the following linearity of regression holds
E(X(r+l,n,m,k) | X(r,n,m,k))=aX(r,n,m,k)+b.We show that only exponential, Pareto and power distributions satisfy this equation. Using this result one can obtain characterizations of exponential, Pareto and power distributions in terms of sequential order statistics, Pfeifers records and progressive type II censored order statistics.
Received July 2001/Revised August 2002 相似文献
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Mariusz Bieniek 《Metrika》2007,65(3):297-309
Let f
*,r
, r ≥ 1, denote the density function of rth uniform generalized order statistics as defined by Kamps (1995) or Cramer and Kamps (2003). We prove the following variation
diminishing property: the number of zeros in (0,1) of any linear combination does not exceed the number of sign changes in the sequence (a
1, . . . ,a
r
). This result is applied to study monotonicity and convexity properties of f
*,r
. 相似文献
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Mariusz Maziarz 《Journal of Economic Methodology》2017,24(3):213-225
The article proposes a new approach to the Reinhart–Rogoff affair. In contrast to the two explanations of the controversy put forward in existing literature, I argue that Growth in a Time of Debt and its criticism published by Herndon, Ash and Pollin (Does high public debt constantly stifle economic growth? A critique of Reinhart and Rogoff) exemplify the ‘emerging contrary result’ phenomenon (emerging recalcitrant result, ERR). Three arguments support this hypothesis. First, the infamous spreadsheet error did not cause the findings to differ. On the contrary, the results differed mostly due to employing alternative averaging schemes. Second, the cliometric techniques employed by both research teams are justified to a similar degree. Third, the pattern in the cliometric literature focused on the 90%-threshold hypothesis suggests that the Reinhart–Rogoff controversy exemplifies an ERR phenomenon caused by submission/publication bias. 相似文献
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Mariusz J. Ligarski 《Quality and Quantity》2012,46(1):315-321
The paper presents some assumptions of the problem identification method in certified quality management systems in which
the results obtained by the third party audits find their application. The procedure of collecting and processing the information
was defined. The method was tested in practice upon 270 and 892 organizations—the clients of two international certification
bodies which have the largest contribution in the process of quality management systems certification in Poland. The results
obtained during the testing procedure were presented with special attention paid to the possibilities of investigating both
general and specific problems of the selected groups of organizations. An exemplary table of results and the analysis of their
application for problem assessment in the systems were presented. Wide range of applications of the method was discussed.
The method being considered as universal could find numerous applications in a variety of cases in Poland. Problem identification
procedure could feature both quality and quantity approach. The method presented provides information which have been analyzed
for its accuracy and objectivity. The method was then compared with other problem identification methods used at present. 相似文献
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A Long-Run Relationship between Eastern European Stock Markets? Cointegration and the 1997/98 Crisis in Emerging Markets. — This paper describes the behavior of the Eastern European stock price indices for the period between 1995 and 1998. Particular emphasis has been directed toward the effects of the 1997/98 emerging market crisis. Using the Johansen methodology, a long-run relationship connecting these markets can be found for the pre-crisis period. The common stochastic trend vanished following the third quarter of 1997, and a massive change in the short-run behavior of the markets is shown. Developments on the Russian exchange are found to have a dominating influence during that period. 相似文献