Characterizations of Student's t-distribution via regressions of order statistics

Details Characterizations of Student's t-distribution via regressions of order statistics Characterizations of Student's t-distribution via regressions of order statistics

2010-10-21

arxiv.org/abs/1010.4355v1

Mathematics

Probability

To appear in "Statistics"

Scientific paper

10.1080/02331888.2010.535904

Utilizing regression properties of order statistics, we characterize a family
of distributions introduced by Akhundov, Balakrishnan, and Nevzorov (2004),
that 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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