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Statistics
A Journal of Theoretical and Applied Statistics
Volume 46, 2012 - Issue 4
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Original Articles

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

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Pages 429-435 | Received 12 May 2010, Accepted 19 Oct 2010, Published online: 12 Feb 2011

References

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  • Nevzorov , V. B. , Balakrishnan , N. and Ahsanullah , M. 2003 . Simple characterizations of Student's t 2-distribution . Statistician , 52 ( 3 ) : 395 – 400 .
  • Nevzorov , V. B. 2002 . On a property of Student's distribution with two degrees of freedom . Zap. Nauchn. Sem. POMI , 294 : 148 – 157 . (in Russian). (English Translation: J. Math. Sci. 127(1) (2005), pp. 1757–1762.)
  • Akhundov , I. and Nevzorov , V. B. 2010 . A simple characterization of Student's t 3 distribution . Stats. Probab. Lett. , 80 ( 5–6 ) : 293 – 295 .
  • Akhundov , I. S. , Balakrishnan , N. and Nevzorov , V. B. 2004 . New characterizations by properties of midrange and related statistics . Commun. Stat. Theory Methods , 33 ( 12 ) : 3133 – 3143 .
  • Balakrishnan , N. and Akhundov , I. 2003 . A characterization by linearity of the regression function based on order statistics . Stat. Probab. Lett. , 63 ( 4 ) : 435 – 440 .
  • Ahsanullah , M. and Nevzorov , V. B. 2001 . Ordered Random Variables , Huntington , NY : NOVA Sci. Publ .

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