Two remarks on order statistics |
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| Authors: | Ludger Rüschendorf |
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| Institution: | Institut für Mathematische Stochastik, University of Freiburg, D7800 Freiburg im Breisgau, Federal Republic of Germany |
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| Abstract: | Let X(1),…,X(n) be the order statistics of n iid distributed random variables. We prove that (X(i)) have a certain Markov property for general distributions and secondly that the order statistics have monotone conditional regression dependence. Both properties are well known in the case of continuous distributions. |
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| Keywords: | 62G30 Markov property Monotone regression Dependence |
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