A Characterization of Rectangular Distributions
Other literature type
Terrell, George R.
- Publisher: The Institute of Mathematical Statistics
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 one-half, and the upper bound is attained only for rectangular distributions.