Title

A simple characterization of Student's distributions and normal distributions

Authors

Jiantian Wang, Kean University

Document Type

Article

Publication Date

8-1-2011

Abstract

Let X1:3≤X2:3≤X3:3 be the order statistics of the independent and identically distributed random variables X1, X2, and X3. Using the regressional property E[(aX2:3-X1:3)2|X2:3=x]=E[(X3:3-aX2:3)2|X2:3=x], we characterize some distributions, including Student's tν distributions (ν>2) and normal distributions. © 2011.

Publication Title

Statistics and Probability Letters

First Page Number

903

Last Page Number

906

DOI

10.1016/j.spl.2011.03.037

Recommended Citation

Wang, Jiantian, "A simple characterization of Student's distributions and normal distributions" (2011). Kean Publications. 2271.
https://digitalcommons.kean.edu/keanpublications/2271