On a characterization of exponential, Pearson and Pareto distributions via covariance and pseudo-covariance

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Abstract: Properties of linear regression of order statistics and their functions are usually utilized for the characterization of distributions. In this paper, based on such statistics, the concept of Pearson covariance and the pseudo-covariance measure of dependence is used to characterize the exponential, Pearson and Pareto distributions.

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: On a characterization of exponential, Pearson and Pareto distributions via covariance and pseudo-covariance ; volume:53 ; number:1 ; year:2020 ; pages:285-291 ; extent:7
Demonstratio mathematica ; 53, Heft 1 (2020), 285-291 (gesamt 7)

Creator: Pawlas, Piotr
Szynal, Dominik

DOI: 10.1515/dema-2020-0026

URN: urn:nbn:de:101:1-2411181509300.923864206593

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:33 AM CEST

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Pawlas, Piotr
Szynal, Dominik

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On a characterization of exponential, Pearson and Pareto distributions via covariance and pseudo-covariance

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