On a characterization of rectangular distributions
AbstractLet (X(1), X(2)) be the order statistics of a sample of size 2 from a population having density [latin small letter f with hook]. It is well known that X(1) and X(2) are positively correlated. We show that cov(X(1), X(2)) has an upper bound which is attained if and only if [latin small letter f with hook] is rectangular density on (0, 1). Our proof uses a 2-dimensional extension of a result due to Polya.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 3 (1985)
Issue (Month): 5 (September)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.