Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152486 | Statistics & Probability Letters | 2011 | 4 Pages |
Abstract
Let X1:3â¤X2:3â¤X3:3 be the order statistics of the independent and identically distributed random variables X1, X2, and X3. Using the regressional property E[(aX2:3âX1:3)2|X2:3=x]=E[(X3:3âaX2:3)2|X2:3=x], we characterize some distributions, including Student's tν distributions (ν>2) and normal distributions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jiantian Wang,