arXiv:1010.4355 Abstract | arXiv Analytics

arXiv:1010.4355 [math.PR]Abstract References Reviews Resources

Characterizations of Student's t-distribution via regressions of order statistics

Published 2010-10-21Version 1

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.

Comments: To appear in "Statistics"

DOI: 10.1080/02331888.2010.535904

Categories: math.PR, math.ST, stat.TH

Subjects: 62G30, 62E10

Keywords: order statistics, students t-distribution, utilizing regression properties, characterization result, balakrishnan

Tags: journal article

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