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Characterizations of identically distributed independent random variables using order statistics

R. B. Bapat and Subhash C. Kochar

Statistics & Probability Letters, 1993, vol. 17, issue 3, 225-230

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 [set membership, variant] {2,...,n}. The second characterization is in terms of order statistics from subsamples.

Keywords: Order; statistics; hazard; rate; competing; risks (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (1)

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