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Characterizations of continuous log-symmetric...
Journal article

Characterizations of continuous log-symmetric distributions based on properties of order statistics

Abstract

The class of log-symmetric distributions is a generalization of log-normal distribution and includes some well-known distributions such as log-normal, log-logistic, log-Laplace, log-Cauchy, log-power-exponential, log-student-t, log-slash, and Birnbaum-Saunders distributions. In this paper, several characterization results are obtained for log-symmetric distributions based on moments of some functions of the parent distribution and also on the basis of some properties of order statistics. Specifically, when X is identical in distribution with a decreasing continuous function h(X), then a relationship is established between upper and lower order statistics which is then utilized to construct characterization results for log-symmetric distributions in terms of functions of order statistics. The established results can be used for constructing a goodness-of-fit test for log-symmetric distributions.

Authors

Ahmadi J; Balakrishnan N

Journal

Statistics, Vol. 58, No. 3, pp. 665–689

Publisher

Taylor & Francis

Publication Date

May 3, 2024

DOI

10.1080/02331888.2024.2361860

ISSN

0233-1888

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