Characterizations of identically distributed independent random variables using order statistics

Bapat, R. B. ; Kochar, Subhash C. (1993) Characterizations of identically distributed independent random variables using order statistics Statistics & Probability Letters, 17 (3). pp. 225-230. ISSN 0167-7152

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Official URL: http://www.sciencedirect.com/science/article/pii/0...

Related URL: http://dx.doi.org/10.1016/0167-7152(93)90171-E

Abstract

Suppose X1,...,Xn are independent random variables of continuous type with proportional hazard (or failure) rates. Let X(r) denote the rth order statistic and let I(r) = i if Xi = X(r). It is proved that Xi's are identically distributed if and only if X(r) and I(r) are independent for some r ∈ {2,...,n}. The second characterization is in terms of order statistics from subsamples.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Order Statistics; Hazard Rate; Competing Risks
ID Code:78328
Deposited On:19 Jan 2012 06:31
Last Modified:19 Jan 2012 06:31

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