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On the non-Markovian structure of discrete order statistics
Authors:HN Nagaraja
Institution:Department of Statistics, Ohio State University, Columbus, OH 43210, USA
Abstract:In this note we show that the Markov Property holds for order statistics while sampling from a discrete parent population if and only if the population has at most two distinct units. This disproves the claim of Gupta and Gupta (1981) that for geometric parent, the order statistics form a Markov chain.
Keywords:60J99  62E99  Discrete order statistics  Markov property
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