A simple characterization of Student's t3 distribution

Let X1:3<=X2:3<=X3:3 be the order statistics from independent and identically distributed random variables X1,X2 and X3. We use the regression relation E[(X2:3-X1:3)2X2:3=x]=E[(X3:3-X2:3)2X2:3=x] to characterize the Student's t3 distribution on three degrees of freedom.

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Year of publication:	2010
Authors:	Akhundov, I. ; Nevzorov, V.B.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 5-6, p. 293-295
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008551120