An extremal property of rectangular distributions

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

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Year of publication:	1985
Authors:	Székely, G. J. ; Móri, T. F.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 2, p. 107-109
Publisher:	Elsevier
Keywords:	rectangular distribution uniform distribution order statistics correlation coefficient maximal correlation Jacobi polynomials

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

Persistent link: https://www.econbiz.de/10005138137