From Student's t 2 Distribution to Student's t 3 Distribution Through Characterizations: Communications in Statistics

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Abstract

Some simple regressional properties of order statistics, similar to those obtained for t ₂ distribution in the recent statistical literature, are shown to characterize Student's t ₃ distribution.

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Acknowledgment

This work was partially supported by RFBR (grants 10-01-00314 and 09-01-00808).

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From Student's t₂ Distribution to Student's t₃ Distribution Through Characterizations

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From Student's t2 Distribution to Student's t3 Distribution Through Characterizations

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From Student's t₂ Distribution to Student's t₃ Distribution Through Characterizations