Two remarks on order statistics (Q1063354): Difference between revisions
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Revision as of 02:05, 5 March 2024
scientific article
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English | Two remarks on order statistics |
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Two remarks on order statistics (English)
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1985
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Let \(X_{(1)},...,X_{(n)}\) be the order statistics of n iid distributed random variables. We prove that \((X_{(i)})\) have a certain Markov property for general distributions and secondly that the order statistics have monotone conditional regression dependence. Both properties are well known in the case of continuous distributions.
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order statistics
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Markov property
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monotone conditional regression dependence
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