On a characterization of exponential, Pearson and Pareto distributions via covariance and pseudo-covariance
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.
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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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)
- Urheber
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Pawlas, Piotr
Szynal, Dominik
- DOI
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10.1515/dema-2020-0026
- URN
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urn:nbn:de:101:1-2411181509300.923864206593
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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15.08.2025, 07:33 MESZ
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Beteiligte
- Pawlas, Piotr
- Szynal, Dominik
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