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arXiv · 1010.4355

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

George P. Yanev·M. Ahsanullah
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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.

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BibTeXRIS

George P. Yanev, M. Ahsanullah. 2010-10-21. Characterizations of Student's t-distribution via regressions of order statistics. https://doi.org/10.1080/02331888.2010.535904

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