An extremal property of rectangular distributions

G. J. Székely and T. F. Móri

Statistics & Probability Letters, 1985, vol. 3, issue 2, 107-109

Abstract: It is proved that the correlation coefficient between the elements of the order statistics is maximal for a rectangularly (uniformly) distributed population.

Keywords: rectangular; distribution; uniform; distribution; order; statistics; correlation; coefficient; maximal; correlation; Jacobi; polynomials (search for similar items in EconPapers)
Date: 1985
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