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
作者:
H.J. Rossberg,
期刊:
Mathematische Operationsforschung und Statistik
(Taylor Available online 1972)
卷期:
Volume 3,
issue 3
页码: 207-216
ISSN:0047-6277
年代: 1972
DOI:10.1080/02331887208801077
出版商: Akademie-Verlag
数据来源: Taylor
摘要:
Order statisticsdrawn from a sampleof independent random variables with the distribution functionFare considered. Excluding lattice distribution functionsF, the differenceand the order statisticshave the same distribution if and only if. This result is equivalent to a proposition on the PARETO distributions where the differencehas to be substituted by the quotient. It is also the conditionsandthat characterize the distribution functionF(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 functionsFandGholdswhere.
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