Characterizations of Student's t-distribution via regressions of order statistics |
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| Authors: | George P. Yanev M. Ahsanullah |
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| Affiliation: | 1. Mathematics Department , The University of Texas – Pan American , Edinburg , TX , USA yanevgp@ytpa.edu;3. Management Sciences Department , Rider University , Lawrenceville , NJ , USA |
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| Abstract: | ![]()
Utilizing regression properties of order statistics, we characterize a family of distributions introduced by Akhundov et al. [New characterizations by properties of midrange and related statistics, Commun. Stat. Theory Methods 33(12) (2004), pp. 3133–3143], which 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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| Keywords: | order statistics characterizations t-distribution regression |
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