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 |
Saved in:
Saved in favorites
Similar items by person
-
Mean-variance hedging under transaction costs
Beutner, Eric, (2007)
-
Kamps, Udo, (1998)
-
Bootstrapping GARCH models under dependent innovations
Beutner, Eric, (2024)
- More ...