On a Characterization of Distributions by Expected Values of Extreme Order Statistics
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Publication:5541732
DOI10.2307/2315271zbMath0158.37703OpenAlexW4240562276MaRDI QIDQ5541732
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Publication date: 1967
Published in: The American Mathematical Monthly (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2315271
Related Items (9)
On characterizations of distributions by expected values of order statistics and record values with gap ⋮ A note on Bernstein and Müntz-Szasz theorems with applications to the order statistics ⋮ A contribution to multivariate L-moments: L-comoment matrices ⋮ An alternative proof of order statistics moment problem ⋮ Characterization of distributions by the expected values of the order statistics ⋮ A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution ⋮ ON THE MUTH DISTRIBUTION ⋮ Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data ⋮ On the characterization of distributions by their \(L\)-moments
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