On the existence of transformations preserving the structure of order statistics in lower dimensions

In a Type-II right censored sample from the standard uniform distribution, several transformations of respective order statistics are examined, which transform the censored sample into a complete sample in a lower dimension. Such transformations have been considered by Lin et al. (2008), Michael and Schucany (1979) and O’Reilly and Stephens (1988) in the context of goodness-of-fit tests. It is shown that by dropping the assumption of an underlying uniform distribution, these transformed random variables can no longer be considered themselves as order statistics, in general. In the case of the transformation of Michael and Schucany, it is shown that the uniform distribution is the only one possessing this property.