A Characterization of Rectangular Distributions
Other literature type
English
OPEN
Terrell, George R.
(1983)
 Publisher: The Institute of Mathematical Statistics

Journal:
(issn: 00911798)

Related identifiers:
doi: 10.1214/aop/1176993533

Subject:
Rectangular distribution  uniform distribution  order statistics  Legendre polynomials  coefficient of correlation  60E15  62E10
It is well known that the smaller and the larger of a random sample of size two are positively correlated. The coefficient of correlation is at most onehalf, and the upper bound is attained only for rectangular distributions.