Characterizations of Student's t-distribution via regressions of order statistics
classification
🧮 math.PR
math.STstat.TH
keywords
t-distributiondegreesfreedomorderstatisticsakhundovbalakrishnancharacterization
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Utilizing regression properties of order statistics, we characterize a family of distributions introduced by Akhundov, Balakrishnan, and Nevzorov (2004), that includes the t-distribution with two degrees of freedom as one of its members. Then we extend this characterization result to t-distribution with more than two degrees of freedom.
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