Abstract
For order statistics Xi, n, Xj, n, Xk, n with 1 ≤ i < j < k ≤ n, and an independent beta distributed random variable C the distributional equation Xj, n over(=, d) (1 - C) · Xi, n + C · Xk, n is established for uniform distributions as well as seen to be characteristic.
Original language | English |
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Pages (from-to) | 1133-1136 |
Number of pages | 4 |
Journal | Statistics and Probability Letters |
Volume | 77 |
Issue number | 11 |
DOIs | |
Publication status | Published - 15 Jun 2007 |
Externally published | Yes |
Keywords
- Beta distribution
- Order statistics
- Random convex combinations
- Record values