Characterizations of Student's t-distribution via regressions of order statistics
Probability
2011-05-06 v1 Statistics Theory
Statistics Theory
Abstract
Utilizing regression properties of order statistics, we characterize a family of distributions introduced by Akhundov, Balakrishnan, and Nevzorov (2004), that includes the t-distribution with two degrees of freedom as one of its members. Then we extend this characterization result to t-distribution with more than two degrees of freedom.
Cite
@article{arxiv.1010.4355,
title = {Characterizations of Student's t-distribution via regressions of order statistics},
author = {George P. Yanev and M. Ahsanullah},
journal= {arXiv preprint arXiv:1010.4355},
year = {2011}
}
Comments
To appear in "Statistics"