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Random convex combinations of order statistics

For order statistics Xi,n,Xj,n,Xk,n with 1[less-than-or-equals, slant]i<j<k[less-than-or-equals, slant]n, and an independent beta distributed random variable C the distributional equation is established for uniform distributions as well as seen to be characteristic.
Year of publication:
2007
Authors: Beutner, Eric ; Kamps, Udo
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 11, p. 1133-1136
Publisher: Elsevier
Keywords: Order statistics Random convex combinations Beta distribution Record values
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005224005
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