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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-Universitaumlt Leipzig, Leipzig
DOI: 10.1080/02331887208801077
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 3, Issue 3 1972 , pages 207 - 216
Formats available: PDF (English)
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Abstract

Order statistics ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_ILM0001.gif  drawn from a sample ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_ILM0002.gif  of independent random variables with the distribution function F are considered. Excluding lattice distribution functions F, the difference ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_ILM0003.gif  and the order statistics ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_ILM0004.gif  have the same distribution if and only if ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_ILM0005.gif . This result is equivalent to a proposition on the PARETO distributions where the difference ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_ILM0006.gif  has to be substituted by the quotient ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_ILM0007.gif . It is also the conditions ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_UM0001.gif  and ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_UM0002.gif  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 ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_UM0003.gif  where ./GSTA_A_8801077_O_XML_IMAGES/GSTA_A_8801077_O_ILM0008.gif .
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