Sankhya: The Indian Journal of Statistics

2003, Volume 65, Pt. 2, 259--270

A Theorem Of Rossberg For Generalized Order Statistics

By

CLAUDIA KESELING, Aachen University of Technology, Germany and UDO KAMPS, University of Oldenburg, Germany

SUMMARYRossberg's well-known characterization of exponential distributions by the independence of some order statistic and a certain linear combination of order statistics is extended to generalized order statistics, which contain several useful models of ordered random variables as particular cases.

AMS (1991) subject classification. 62G30, 62E1.

Key words and phrases. Order statistics, record values, generalized order statistics, characterization, exponential distribution.

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