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A characterization by linearity of the regression...
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