Journal article
A characterization by linearity of the regression function based on order statistics
Abstract
We consider an infinite sequence X1,X2,… of independent random variables having a common continuous distribution function F(x). For 1⩽i⩽n, let {Xi:n} denote the ith order statistic among X1,…,Xn. In this paper, we characterize the distributions for which the regression E((X1:n+⋯+Xn:n)/n|Xk:n=x) is a linear function of x.
Authors
Balakrishnan N; Akhundov IS
Journal
Statistics & Probability Letters, Vol. 63, No. 4, pp. 435–440
Publisher
Elsevier
Publication Date
July 2003
DOI
10.1016/s0167-7152(03)00123-8
ISSN
0167-7152