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Distributions determined by conditioning on a pair of order statistics
Authors:K Balasubramanian  M I Beg
Institution:1. Indian Statistical Institute, Delhi Centre, 7 S.J.S. Sansanwal Marg, 110016, New Delhi, India
2. School of Mathematics, University of Hyderabad, 500134, Hyderabad, India
Abstract:LetX 1,X 2, ...,X n (n≥3) be a random sample on a random variableX with distribution functionF having a unique continuous inverseF −1 over (a,b), −∞≤a<b≤∞ the support ofF. LetX 1:n <X 2:n <...<X n:n be the corresponding order statistics. Letg be a nonconstant continuous function over (a,b). Then for some functionG over (a, b) and for some positive integersr ands, 1<r+1<sn

$$E\left\{ {\frac{1}{{s - r + 1}}\sum\limits_{i = r}^s {g(X_{i:n} )|X_{r:n}  = x,X_{s:n}  = y} } \right\} = \frac{{G(x) + G(y)}}{2},\forall  x,y \in (a,b)$$
Keywords:
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