A characterization by linearity of the regression function based on order statistics

被引：13

作者：

Balakrishnan, N ^{[1
]}

Akhundov, IS ^{[1
]}

机构：

[1] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2003年 / 63卷 / 04期

关键词：

order statistics; regression function; characterization;

D O I：

10.1016/S0167-7152(03)00123-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider an infinite sequence X-1,X-2,... of independent random variables having a common continuous distribution function F(x). For 1 less than or equal to i less than or equal to n, let {X-i:n} denote the ith order statistic among X-1,...,X-n. In this paper, we characterize the distributions for which the regression E((X-1:n + + X-n:n)/n\X-k:n = x) is a linear function of x. (C) 2003 Elsevier Science B.V. All rights reserved.

引用

页码：435 / 440

页数：6

共 7 条

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