Abstract
We considern independent and identically distributed random variables with common continuous distribution functionF concentrated on (0, ∞). LetX 1∶n≤X2∶n...≤Xn∶n be the corresponding order statistics. Put
and
Fors=1 it is well known that each of the conditions d1(x)=O ∀x≥0 and δ1 (x, p) = O ∀x≥0 implies thatF is exponential; but the analytic tools in the proofs of these two statements are radically different. In contrast to this in the present paper we present a rather elementary method which permits us to derive the above conclusions for somes, 1≤n —k, using only asymptotic assumptions (either forx→0 orx→∞) ond s(x) and δ1 (x, p), respectively.
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Riedel, M., Rossberg, HJ. Characterization of the exponential distribution function by Properties of the differenceX k+s∶n−X k∶n of order statistics. Metrika 41, 1–19 (1994). https://doi.org/10.1007/BF01895297
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DOI: https://doi.org/10.1007/BF01895297