On a characterization of rectangular distributions

Sami N. Abdelhamid

Statistics & Probability Letters, 1985, vol. 3, issue 5, 235-238

Abstract: Let (X(1), X(2)) be the order statistics of a sample of size 2 from a population having density [latin small letter f with hook]. It is well known that X(1) and X(2) are positively correlated. We show that cov(X(1), X(2)) has an upper bound which is attained if and only if [latin small letter f with hook] is rectangular density on (0, 1). Our proof uses a 2-dimensional extension of a result due to Polya.

Keywords: characterizations; of; uniform; distribution; order; statistics; covariance (search for similar items in EconPapers)
Date: 1985
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(85)90037-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:3:y:1985:i:5:p:235-238

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().