Characterization of the exponential and the pareto distributions by means of some properties of the distributions which the differences and quotients of order statistics are subject to
Author:
H.J. Rossberg a
| Affiliation: | a Sektion Mathematik, Karl-Marx-Universit t Leipzig, Leipzig |
DOI:
10.1080/02331887208801077
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
Order statistics
drawn from a sample of independent random variables with the distribution function F are considered. Excluding lattice distribution functions F, the difference and the order statistics have the same distribution if and only if . This result is equivalent to a proposition on the PARETO distributions where the difference has to be substituted by the quotient . It is also the conditions and that characterize the distribution function F(X0 + a x) = E(x). As it is shown by an example, the assumption (*) is necessary for this proposition. - The proof of the first proposition provides also the solution of the following problem: “For which (not lattice) distribution functions F and G holds where .
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