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Source: The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 2, No. 1

(1974), pp. 95-98

Published by: Statistical Society of Canada

Stable URL: http://www.jstor.org/stable/3314967 .

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All use subject to JSTOR Terms and Conditions

Section D: Notes et

rubrique des 6tudiants

Section D: Notes & Students' Corner

Vol. 2, No. 1, 1974, pp. 95-98

A CHARACTERIZATION

OF THE POWER

FUNCTIONDISTRIBUTION

by

M. AHSANULLAH

Protection

Branch, Ottawa

Health

and

A.B.M. Lutful KABIR

Carleton University

Key Words

and

Phrases:

mean value theorem.

statistics,

independent statistics,

ABSTRACT

Suppose that in a random sample of size n from a

with probability

the order

function

population

density

f(x),

***

< X(n). It is proved that a

statistics

are X(1) < X(2) <

and sufficient

for f(x) to be the density

condition

necessary

function

of the power function

distribution

is that the

<

<

X(r/X(s)

statistics

and X

s

t< n) are independent.

(1 r

_

1.

INTRODUCTION

Let X(1) < X(2) < ... < X(n) denote the order statistics

in a random sample of size n from an absolutely

continuous

(with

to Lebesgue measure) distribution

function

F(x). Rogers

respect

a characterization

of the power function

dis[4] considered

tribution

(1)

)f(x)=

f~

c

-1

c-I

,

bc

= 0

O< x

b,

b > O, c > 0,

otherwise,

-95-

All use subject to JSTOR Terms and Conditions

ANDKABIR

AHSANULLAH

based on the independence

of the statistics

and

X(r/X(S)

X(s) (1 r < s < n) with s = r+l. Ahsanullah

extended

this

[2]

r

<

to arbitrary

result

and s (1 r s < n). In this paper we

_

further

extend the result

and give a necessary

and sufficient

based on the independence

condition

of the statistics

X(r)/X(s)

and X(t)(1 r < s < t n).

2. CHARACTERIZATION

OF THE POWERFUNCTIONDISTRIBUTION

Let X be a positive

THEOREM.

continuous

(with

absolutely

with

to

dismeasure)

respect

Lebesgue

<

and sufficient

tribution

function

b. A necessary

F(x), 0 x

_

the power function

distribution

as

condition

that X follows

<

<

s

r

is

for

s

t

t

the

that

some

and

n)

r,

given by (1)

(1 <

<

statistics

are independent.

X(r)/X(s) and Xt)

Proof.

is

The proof of the necessary

condition

To prove sufficiency

we need the following

trivial.

lemma which has

to

Let F(x) be an absolutely

continuous

(with respect

LEMMA.

=

and

let

distribution

function

measure)

Lebesgue

q(x,y)

F(xy)/F(y).

If for some r and s (1 r < s < n), the function

_

)

[q(x,y)] r-l[lq(x,y)]s-r-1

is independent

then q(x,y) is

of x alone.

a function

Proof of sufficiency:

we obtain

the

Letting

density

joint

h(u,v,w) = Kl[F(uvw)

U = X(r)/X(s), V = X(s)/X(t)

of U, V and W as

F(vw)-F

-li

[1-F(w)]n-tf(uvw)f(vw)

= 0 ,

(uvw)]-r-[F(w)-F(w)t-s-1

f (w)vw2,

0<u<l,

otherwise,

where

K1

and W= X(t)

=

n!/[(r-1).(s-r-1)(Ct-s-1)!.(n-t)']

-96-

All use subject to JSTOR Terms and Conditions

0<v<1,

0<4wb,

POWERFUNCTIONDISTRIBUTION

of U and W and hw(w) the

of W. Since U and W are independent,

the marginal

density

of U is

density

h

(2)

hU(u) =

u(u,w)

hw()

KP

, 0 < u < 1 ,

= 0 ,

otherwise,

where

= [q(u,vw) ]r-

T1(u,v,w)

=

T2(v,w)

= F(xy)/F(y)

q(x,y)

It

is

given

easy

to see

W = w where

h(u)

(t-1)!/[(r-1)!(s-r-1)!(t-s-1)!].

the conditional

Thus

p. 143] in

[3,

f10 T2(v,w)du

density

of

and

K = K2/K3. By the

independent

y = 8w,

q(u,Ow) = m(u),

of q(u,Gw),

a function

say,

we thus

F(uew) = F(ew)m(u)

of

independence

of W, and so by the

lemma with

only

of

u.

U and

W,

x = u and

From the

have

, 0 < ew < b,

0 < u < 1.

of Pexideris

[1, p. 1411. Since

equation

F(x) is a distribution

function

for all

continuous

absolutely

<

x

that

x, 0

< b, we may conclude

F(x) = axc , 0 < x

for

some

sufficiency

constants

is

b ,

c and a,

where

c > 0 and

a = 1/bC.

established.

-97-

All use subject to JSTOR Terms and Conditions

Thus

V

the

by applying

(2), we have

otherwise,

hU(u) is

definition

theorem

= K2T1(U, 6,w)

0 < e < 1

K3 = (t-1)./[(s-1)!(t-s-1)'].

= 0 ,

where

K2

K3T2(v,w) is

mean value

generalized

and

that

q(vw)

t-s-1

-1-q(v,w)

[q(v,w)]

au q (u,

-q(u, vw)

AHSANULLAH

ANDKABIR

ACKNOWLEDGEMENT

useful

The authors

comments.

are grateful

to the editor

for

RESUME

Dans cette note, il est prouve qu'une condition

nec6ssaire

soit la fonction

de

et suffisante

de densit6

pour qu'une fonction

est

de

la

distribution

fonction

de

d'une

puissance

que

densit4

r < s < t <n soient

et X

les statistiques

inde(t),

X(r)/X(S)

de l'ordre

pendantes,

X(iW) tant par exemple la i-eme fonction

des observations.

REFERENCES

Lectures on Functional Equations and Their

New York.

Applications. Academic Press,

J. (1966).

[1]

Aczel,

[2]

Ahsanullah,

[3]

Olmsted,

[4]

Rogers,

M.(1973).

tion distribution.

Communicationsin Statistics,

2,

259-262.

J.M.H. (1959).

Real Variables.

New York.

Inc.,

Appleton-Century-Crofts

proof of the characterization of the density

AxB . Amer. Math. Monthly, 70,

857-858.

Dr. M. AhsanuZZllah

Health Protection Branch

355 River Road, 4th floor

Ottawa, Ontario, CANADA

and

Professor A.B.M. Lutful Kabir

Department of Mathematics

Carleton University

Ottawa, Ontario, CANADA

Revised 1 April 1974

-98-

All use subject to JSTOR Terms and Conditions

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